Uma opção (não recomendada) seria atribuir um atalho a um AppleScript como este. Há um um bug aberto no 10.7 que torna o script mais ou menos inutilizável.
tell application "Finder"
if insertion location as alias is desktop as alias or current view of Finder window 1 is in {icon view, column view} or selection is {} then
tell application "System Events" to tell process "Finder"
click menu item "New Folder" of menu 1 of menu bar item "File" of menu bar 1
end tell
return
end if
tell application "System Events" to key code 124 -- right arrow
set p to item 1 of (get selection)
try
set f to make new folder at p
on error
set f to make new folder at container of p
end try
set selection to f
end tell
tell application "System Events" to keystroke return