You might wish to store documents used for a specific mailing in a directory that relates to the mailing: for example, a directory named "20060801" or  “01aug08” could hold documents used in a mailing sent August 1, 2006.

Go to Messages, and click Manage Documents. Enter the name of the new directory in the field next to the button Add New Document Directory. Click the button. Your new directory will appear on the page in the directory list.