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  Function 39H (decimal 57) creates a subdirectory, just as the DOS command
  MKDIR does. To invoke this service, create an ASCIIZ string containing the
  pathname of the new directory. The register pair DS:DX contains the
  address of the ASCIIZ string. If an error occurs, function 39H sets the
  carry flag and returns an error code in AX. The possible error codes are
  03H (path not found) and 05H (access denied).