You mean word processing documents? Using Astro, you should be able to create your own folders and subfolders easily. Are you having difficulty with that? Here's their support site: ASTRO File Manager Support
If you want to create a folder tree for your documents, I would suggest doing so on your external SD card, so that it can be easily transferred to another device or computer by simply moving the SD card. Make a folder on the root directory of the SD card called something like "My Documents," then go into My Documents and create new subfolders, and so on.