The camera asks for permission to create the folder; choose OK and press Set. The folder is automatically assigned the next available folder number and is selected as the active folder — the one that will hold any new photos you shoot. Press the Set button to return to Setup Menu 1.
To make a different folder the active folder, choose Select Folder again, choose the folder you want to use, and press Set.
If you select a folder that contains images, two thumbnails appear to the right of the folder name. The top thumbnail shows the first image in the folder, along with the last four numbers of its filename. The bottom thumbnail shows the last image in the folder.