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DSM's answer is good. Another option: from within Sage, you can also do

sage: from sage.misc.misc import sage_makedirs
sage: sage_makedirs('/tmp/new/directory/here')

This will create any intermediate directories as necessary. (This function runs os.makedirs(...), along with a little error-checking.)

DSM's answer is good. Another option: from within Sage, you can also do

sage: from sage.misc.misc import sage_makedirs
sage: sage_makedirs('/tmp/new/directory/here')

This will create any intermediate directories as necessary. (This function runs os.makedirs(...), along with a little error-checking.)

Re the preparser: to turn it off, just do preparser(False), then execute the command, then turn it back on with preparser(True).