When you right click to create new folder as show in figure, NEW Folder option is not visible.
to fix it;
1. Go to my Skydrive (https://skydrive.live.com/?cid=be2a687d297ce921&id=BE2A687D297CE921%21272) and download folderfix.zip file.
2. Save the folderfix.zip file on to your Desktop.
3. Right click and extract the folderfix.reg file.
4. Right click on the folderfix.reg file and then click Merge.
5. Click Yes to confirm the modification.
6. Close all Windows Explorer sessions.
That’s All