Although using fso is the best option, in using mkdir I'd use:

Sub M_snb()
   sn = Split("F:\fred\jim\bert\helpa1\", "\")
   j = 1
   c00 = sn(0) & "\" & sn(j)
   
   Do Until Dir(c00, 16) <> ""
    MkDir c00
    j = j + 1
    c00 = c00 & "\" & sn(j)
   Loop
End Sub