Thunderbird: new folder while creating filter

When I create a filter in Thunderbird to put all mail from one sender or one 
domain into a separate folder, I usually start creating the filter before 
making a folder to filter into. Then I have to stop making the filter, make 
a new folder, then go back to making the filter.

Is it feasible to include a possibility to create a new folder or subfolder 
within the 'create filter' dialogue?

Could this work something like the 'New Folder' button in the 'New Bookmark' 
dialogue in Firefox?

Could it be achieved through a 'New Folder' item added to the list of 
existing folders?

R.