I do that the following way:
NSError *error;
NSArray *paths = NSSearchPathForDirectoriesInDomains(NSDocumentDirectory, NSUserDomainMask, YES);
NSString *documentsDirectory = [paths objectAtIndex:0]; // Get documents folder
NSString *dataPath = [documentsDirectory stringByAppendingPathComponent:@"/MyFolder"];
if (![[NSFileManager defaultManager] fileExistsAtPath:dataPath])
[[NSFileManager defaultManager] createDirectoryAtPath:dataPath withIntermediateDirectories:NO attributes:nil error:&error]; //Create folder
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