Windows 7 Folder Issue

Hello,I've been wonder wondering about this lately and would like someone to help me.When ever I try to make a new folder such in the library,It doesn't do anything.When I do want to make a folder at the desktop,the new folder option is gone.What is there now such like a replacement is New Briefcase.I wondered why this happened.Could someone please respond to this problem?

                                                                                                                      Thanks,

                                                                                                                                   Windowsfan2001