Custom folders for multiplayer levels?

In MBP, you were able to create a new folder and put it in, say, Hunt, and it would show up in the in-game drop-down menu. I used this to easily access the elimination, race, and king gamemodes. In PlatinumQuest, I wasn't able to get this to work. IMHO it would be nice to add a button in-game that creates new folders and allows you to name them, as it appears the way folders work has been changed.