sbillard, good, I understood that uploadify cannot create the folders - but it doesn't have to. And it's actually what I'm talking about - 'upload' and 'create album' must be separate actions, and only after that, additionally, upload page should have an ability to create folders as well.
I don't want flash uploader to create folders, it's just a question of usability - flash uploader is default, and you can't create folders with it. I beleive there are a lot of people who know nothing about flash or non-flash upload - they just use what they see by default on the page. An in this default case, it's pretty uncomfortable to create folders.
And the last argument(or usage case) - the first thing I'm doing when create new gallery is building up a new folders tree. I don't care about images at this stage - I just have to prepare a lot of folders, name it correctly, and only then I'll try to upload images. With current zenphoto admin facilities it's pretty hard and take a long time.