Instructions
Connect your Action Replay device to your computer, via the USB cable that came with the peripheral.
Start the Action Replay Code Manager software from the Start Menu or by double-clicking its desktop icon.
Right-click on the left side of the screen where the codes are organized. A window will appear, as if you clicked on the desktop.
Click "Create New Folder" to create a new folder.
Name the file and press "Enter."
Click "Save" from the File menu in the top toolbar, which will save the changes to your connected Action Replay card.