Thanks C0D312! Due to your reply, I noticed that there is a "Refresh Folders" menu item in Project and it does the work. Also, I installed the SideBarEnhancements plug-in. There are lots of functions added to the context menu which also includes "Refresh". However, I don't really see a refresh button which could be much more convenient than the "Refresh" function at the bottom of the write click menu. Did I miss it somehow?
Also, I am still curious why my friend's sublime has the auto refreshment feature. He's using mac OSX Lion, could that be a reason?