Is there a Create New Folder in current project keyboard shortcut for Visual Studio 2008?

You can add a shortcut by yourself. Tools → Options → Environment → Keyboard → select Project.NewFolder and assign a shortcut.

Alt, v, p to activate solution explorer.

Use the arrow keys to select the project to which you want to add the folder.

Alt, p, d to create the new folder

Activate Solution Explorer (Ctrl + Alt + L) or Sync to Solution Explorer (Alt + Shift + L), then hit Alt + Ins (ReSharper Generate command).