I also find very useful moving selected files to a new Folder. So I scripted it and mapped to SHIFT+F8:
// Ask user for folder name
@var $answer = AskText("Type name of the new folder to create and move selected files.", "New folder", 0);
// If user canceled, abort
if ( $answer == 0 )
{
	break;
}
// Folder exists?
@var $source_path = GetSourcePath();
if( FileExists($source_path ^ $answer) > 0 )
{
	MessageBox("Error", "Typed folder already exists.", 0);
	break;
}
else
{
	// Create empty folder
	// Check if source path is LOCAL
	@var $options;
	if( IsFolder($source_path) )
	{
		@var $colon_check = StrSub($source_path, 1, 1);
		if( StrIsEqual($colon_check, ":") )
		{
			$options = "LOCAL,RECURSIVE";
		}
		else
		{
			$options = "";
		}
	}
	else
	{
		$options = "";
	}
	
	if( MakeDir($source_path ^ $answer, $options) == 0 )
	{
		Log( 1, 10, "Created : " + $source_path ^$answer );
		@var $selected_files = GetSourceSelectedPaths();
		@var $n;
		@var $len = StrLen($answer) - 1;
		@var $slash = StrSub($answer, $len, 1);
		if( StrIsEqual($slash, "\\") )
		{
			$slash = "";
		}
		else
		{
			$slash = "\\";
		}
		for( $n=0; $n<arrayCount($selected_files); $n++ )
		{
			// MoveFile has a bug where target path has to end with slash
			if( $n == 0 )
			{
				MoveFile($source_path ^ $answer + $slash, $selected_files[$n], "NOWAIT,NODIALOG,NEWQUEUE");
			}
			else
			{
				MoveFile($source_path ^ $answer + $slash, $selected_files[$n], "NOWAIT,NODIALOG,USEEXISTINGQUEUE");
			}
		}
		
		// Select created folder
		//SetClipboardText($source_path ^ $answer);
		//MC.RunCmd ID="Core.1312"
		//MC.Explorer.Selection.UnselectAll
	}
	else
	{
		MessageBox("Error", "Error while creating folder.", 0);
		break;
	}
}