This works fine for me,
NSFileManager *fm = [NSFileManager defaultManager];
NSArray *appSupportDir = [fm URLsForDirectory:NSDocumentsDirectory inDomains:NSUserDomainMask];
NSURL* dirPath = [[appSupportDir objectAtIndex:0] URLByAppendingPathComponent:@"YourFolderName"];
NSError* theError = nil; //error setting
if (![fm createDirectoryAtURL:dirPath withIntermediateDirectories:YES
attributes:nil error:&theError])
{
NSLog(@"not created");
}