There are choices of naming folder.
In box 1 you type a name that will appear on Each Pic (ie: Sam at wedding)
By default in box 2 it will create 'My Pictures/2005-09-19' (that being the current date)
If you then click on the dropdown arrow in box 2 you will see that there is now a folder in the list called 'My Pictures/2005-09-19/Sam at wedding'
If you then click on that folder to save to then it will appear in box 2 as 'My Pictures/2005-09-19/Sam at wedding' and each individual pic will be named 'Sam at wedding 001.jpg, Sam at wedding 002.jpg etc'
If you don't click on the folder in the list then the pics will be saved to a folder called 'My Pictures/2005-09-19' and each individual pic will be named 'Sam at wedding 001.jpg, Sam at wedding 002.jpg etc'
OR you can click on 'Browse' and create a new folder with any name you wish and put it anywhere you want and your pics will be saved to that one.
Hope this helps