Welcome -
I believe what you are experiencing is a difference between Windows & Mac OS
X - it has nothing to do with Word.
In a Finder window open the folder you want to make the new one in,
Control/Right-Click in the window - not on a folder - and choose the New
Folder command from the shortcut (contextual) menu.
Alternatively, select a folder then type Shift+Command+N to create a new
folder within the selected folder (or use Finder's File> New Folder
command).
If you're in a program's Save As dialog (click the "jellybean" button @ the
right of the Save As list to expand the dialog if necessary) there's a New
Folder button in the lower left corner of the dialog.
Additionally, spend some time in Mac Help. When you launch it there is a
specific topic in the Top Customer Issues pertaining to switching from
Windows as well as a number of other useful bits.
Good Luck |:>)
Bob Jones
[MVP] Office:Mac