How do I create a new folder in my messages?

[Saintswrath]

Originally Posted by skymike

typical Noob question from me. Im surprised I know how to turn this on.

You don't.. Private messages are as is:
Inbox and Sent folders..

Also note you have a Visitor message area in your Profile..
If you don't want your inbox cluttered with random stuff and it's not really private worthy, suggest those individuals to send you messages there, it'll be publically viewed but it wont eat up your private messages space.
It works like a Guestbook though so it'll make you look kinda popular.