MakeSureDirectoryPathExists is the way I'd do it to.

Straight out of the API guide
VB Code:
  1. Private Declare Function MakeSureDirectoryPathExists Lib "imagehlp.dll" (ByVal lpPath As String) As Long

  2. Private Sub Form_Load()

  3.     'KPD-Team 2000

  4.     'URL: [url]http://www.allapi.net/[/url]

  5.     'E-Mail: [email][email protected][/email]

  6.     'create the directory "c:\this\is\a\test\directory\", if it doesn't exist already

  7.     MakeSureDirectoryPathExists "c:\this\is\a\test\directory\"

  8. End Sub