Mail can't create mailboxes


I subscribe to a lot of mailing lists and I like to keep each list's messages in a separate folder, or else my main mailbox is too crowded.

Mail will create "smart mailboxes" which mirror the main mailbox in realtime, but it won't create regular mailboxes where I can actually move the messages so they are out of sight in the main mailbox.

I get an error message saying:

"Mailbox creation failed. Unable to create path ~/Library/Mail/Mailboxes/nameofmailbox.mbox."

I looked in the Library folder and I have a Mailboxes *document* (not folder) without a filetype; as well as a SmartMailboxes.plist document.

I use Tiger 10.4.2 and Mail 2.0.2.

Can anyone help?