Try
mkdir();
http://www.php.net/manual/en/function.mkdir.php
You need to make sure that your permissions are all setup though in your actual ftp root that you want to create a directory in. In other words, make sure that you have permission (because you will access the ftp server as user nobody) to create a subdirectory under your root. Of course this is all assuming your doing this all locally and not remotely.
Hope this Helps