Folders Missing?

When I got my new memory stick today to fix my PSP, theres no PSP folders on the memory stick when I open the memory on my desktop.
Do I need to create the folders myself, or do I need to play a UMD Disc, which is impossible because I think the reader is still broke.

Put the memory stick in the PSP and format it via the PSP menu.

Replying to #2

Alright thanks ^^