Lost My Pictures Folder on HTC phone mem...

I have lost the 'My Pictures' folder which was under the 'My Documents' folder on the memory card on my HTC 3600 mobile running Windows Mobile and I am unable to use the New Folder option to recreate one. Now I cannot save photos to the memory card, only to the phone.

How do I recreate this folder and get over the error message which tells me I *** not have the access rights to create the folder within the 'My Documents' folder through using the PC or directly on the phone. The 'My Pictures' folder still works in the phone memory and I have tried copying it to the memory card but that does not work either . Can you help?