Click the arrow at the far right (outside) of the folder field (i.e. not the arrow in the folder field, but the one further to the right) in the "Edit This Bookmark" window to access the complete folder list. The full folder list also opens if you click the drop marker in the Folder field and click the "Choose..." item. The full folder window has a button to create a "New Folder" (look for a button with "New Folder" or a "+" under the folder list). If folders in the full folder list aren't expanded (i.e. are closed) then look for a, possibly faint, arrow icon to expand (open) the folders.