'Create folder in Windows CE

I am working on an old application running on a Windows CE device. This is old software that is still in use.

As of now, they need to create the folder on the flash drive (there are no drive letters). My idea was to create the folder if missing. However, it gives an error when creating the directory.

The folder is used to save data for later use.

Any ideas on how create a folder from SW? Here is my VB code:

    Private Sub Form1_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles MyBase.Load

        If Not Directory.Exists("QuaData") Then
            Directory.CreateDirectory("QuaData")
        End If


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