Yeah unfortunately I don't think its possible to create folders through AC, but you can do this with Updox. I've created similar folders in Updox. I think in Updox they are called "categories" but they relate directly to the folder names in Imported Items of AC.
This is somewhere in the settings of Updox and I'm sorry I don't know the exact menu steps to click through because I'm not at a PC with Updox. I'll try and get back with the exact steps.
