This may or may not exist already. I routinely have to make new folders and subfolders. It would be great to be able to get into the new folder dialog, then be able to create a folder and then instead of comma to add another folder, you could hit semi-colon (or some other key) to create a folder underneath that one. When the dialog detects another comma, it knows to put the folder in the root like the last folder. So the format would be:
Folder1;Folder1a;Folder1b,Folder2;Folder2a;Folder2b;Folder2c,Folder3