JFileChooser in XP don't allow creating folder in "My Documents" folder of windows.

In Windows XP JFileChooser's "Create New Folder" button and popup menu option both get disabled when we browse to "My Documents"
Steps to reproduce:
1) Open SwingSet2
2) Change L&F to Windows
3) Go to FileChooser demo.
4) Open any FileChooser
5) Browse to My Documents folder, You will see both "Create New Folder" button
   and popup menu option to create folder are disabled.

- This can be reproduced on both "XP" and "Windows Classic" themes of Windows
   XP.
- This bug is not reproducible in Win2K.
- This bug can be reproduced in Tiger also.