Windows Seven has a hotkey Control-Shift-n to get a new folder in Explorer or on the Desktop. I wrote a small program so I only have to press F7 function key(like in XP or FreeCommander.) It's called 7Folder
. You can download here: Hotkeys
It only works on 7 and above. OS Vista and earlier it quits with a message box. Unfortunately there's no dedicated hotkey in Vista.
It's free for you to use at your own risk.
The zip file includes the AutoHotKey source code. If the exe gives a false positive in some av program you can download AutoHotkey_L
and compile it yourself or just run the script in the tray.