I have the same problem. The workaround is to create the folder on your desktop and then copy it across. You may get a message that a folder with that name already exists click Yes to merge the folders.
How incredibly lame that Vista is so ahead of itself it can't even talk SMB properly anymore.
Also the file copy speed to the Snap Server from my Vista machine is rubbish, the best it can manage is 1.8MB/sec. ADSL2 is faster than that.
Actually the first time I connected to it using the Map Network Drive button in explorer I didn't get these issues...