I have the Voyager also, and I don't see a way to create any additional folders on the phone itself. You may want to look into an app called "Bitpim" (google it) that allows you to mess around with the software on the phone. I've just downloaded it myself but haven't fully explored how to use it. Be cautious - you can really mess up your phone, or do some awesome things with it! It seems like creating folders in the system would be one of the things BItpim is designed to do.
