I'm trying to create folders in a set of custom lists I've created. However, when I try to do this, the New Folder button in the Ribbon is disabled. I read up on the matter; and this lead me to look to enable folder creation in List Settings -> Advance Settings. However, there doesn't seem to be an option to enable folder creation on the page. It shouldn't be a permission related issue; as I created the lists; and I'm also an admin on the farm.
I could use a document library; but we will not be uploading documents to the list; so this is more then I need.
What are my options, or what am I doing wrong?