I probably do know how, but just to be sure, you mean making a new folder, right?
EDIT
Okay, I'm getting some bull-crap about permissions and what not. I don't really know what to do here since I really, really don't like messing with options like that (my computer's buggy enough as is, you know.) How do I get the permissions I need?
Oh, and guys, thanks for being patient with me so far.