Instructions
Turn on your PlayStation 3 and wait for the dashboard to load.
Navigate to the file on your PS3 that you wish to put into a new folder.
Highlight the file and press "Triangle" on your PlayStation 3 controller.
Select "Information" from the list of options.
Click on the text box next to "Album Type." Enter the name of the album that you would like the file to be saved in. The new folder will now be created and the file will be stored in it.