That sounded like a challenge, so, I discovered a workaround; for iDisk folders anyway.
Open GoodReader and create an empty folder with whatever name you want in iDisk. You use the Manage Files tools to do this.
Now open the iDisk server with the Connect to Servers tool. Navigate to where you want the new folder, tap the upload button, navigate to the folder you created, choose it, and upload it. Works like a charm, well, half a charm anyway. It is a workaround for something that should be easier to do.
Make sure you want the new folder, because I can't think of anyway to delete it short of using a computer.
I take that last back. You can delete folders in the iDisk app. I forgot that, depite having checked it out minutes before I posted.
Ok, second addendum. A little more fiddling shows that you can delete the folder in GoodReader as well. Silly me, so in a hurry to brag about my solution I didn't even finish solutioning.