I always to right click to create new folder in windows at last Windows 7 has included a keyboard shortcut to create a new folder, by pressing CTRL+SHIFT+N keys from keyboard , it quickly creates New Folder and you can rename it as you want.
This is a nice addition in Windows 7 keyboard shortcuts.
Now either you can create a New folder in Windows 7 with your mouse, just by a click on New Folder button as shown below

thanks Windows 7