Folders can be created within the Messages tool to aid in organization.
Go to Messages.
In the target Sakai site, select Messages from the Tool Menu.
Select New Folder.
Select New Folder from the actions menu.
Enter a folder title.
Enter a title into the Folder Title field.
Select Add.
Select the Add button.
View the new folder in your list of message folders.
The new folder will appear at the bottom of your list of message folders.