Create directory automatically on SD card

If you create a File object that wraps the top-level directory you can call it's mkdirs() method to build all the needed directories. Something like:

// create a File object for the parent directory
File wallpaperDirectory = new File("/sdcard/Wallpaper/");
// have the object build the directory structure, if needed.
wallpaperDirectory.mkdirs();
// create a File object for the output file
File outputFile = new File(wallpaperDirectory, filename);
// now attach the OutputStream to the file object, instead of a String representation
FileOutputStream fos = new FileOutputStream(outputFile);

Note: It might be wise to use Environment.getExternalStorageDirectory() for getting the "SD Card" directory as this might change if a phone comes along which has something other than an SD Card. Either way you should keep in mind that you need to check to make sure it's actually there as the SD Card may be removed.

UPDATE: Since API Level 4 (1.6) you'll also have to request the permission. Something like this (in the manifest) should work:

<uses-permission android:name="android.permission.WRITE_EXTERNAL_STORAGE" />