Go to file manager, i guEss u l find it in tools folder. Not sure though coz i hv moved this file manager to main menu. Anyway when u l open the file manager there will b two tabs. Phone memory and memory card signs. U can move in them by left / right scrolling. Then go into images and /or videos. Then 'options' and new folder.
hope it helps.
By the way try n73's built in browser. Its superb. I m online right now from my phone and it opens all type of pages. Even orkut and facebook and i hv typed all this with my n73's small key pad enjoy ure phone. cheers