trouble setting a capture folder

when im on a job, and there's a new look/shot, and i want to set up a new folder to shoot into i got some issues...


im going to the library menu, i control/click on session albums, i create a new folder: let's say im calling it: shot_02

And then im control/clicking on that folder (shot_02) and trying to make it the "capture" folder that the images will then load into from the camera.... but i cant, because it's grayed out....
I know i can go to the Camera menu and change the location with a few extra steps, but it would be soo much easier if i could just control/click on the folder i want to load images into, and choose it as the capture folder...

am i doing something wrong? please advise.