The MakeDirectory method creates a new directory on the
server. Note that you must have the appropriate permission to
create a directory or an error will occur.
Servers may not support creating multiple subdirectories in a
single call, so applications should not assume that this can be done.
For example, an error may be returned by the server if the new
directory name "/Projects/Today" is specified, but the
"/Projects" directory does not already exist.
It is also important to note that files and directories on UNIX
based systems are case sensitive, so the directory names
"Projects" and "projects" refer to two different
directories. This is not the case on Windows systems, where either
name would refer to the same directory.