I've always hated using folders in Windows. There's no easy way to make a new one. Here are the two choices (discussed in some detail here) in Windows Explorer:

Alt-n,cursor right,return.

There are also ways to add the function with vbscript, but that's not exactly elegant. Renaming a folder isn't much better.

Both of these are easy to do from the keyboard on a Mac, even in OS X. Typically Mac OS's keyboard transversal is horrible compared to Windows, but with folder manipulation and creation, it does right well.