Using Windows Explorer, navigate to My Documents or wherever you want the folders to be. Right-click and choose New - Folder and make a new folder - name it something suitable like Files or whatever. Go into the new folder and right-click again, but choose New - Text Document and make a new text document - by default it'll be called New Text Document.txt.
Double-click on this new document and it'll open for editing. Copy and paste everything between the purple dotted lines in my post, save the document (File - Save) and close/exit the editor.
Now you need to rename the New Text Document.txt - for simplicities sake call it makedirs.cmd - it MUST have either a .bat or a .cmd extension or it won't work -Windows may warn you about changing the extension but don't worry.
Once you have done that you can double-click on makedirs and it'll go off and make your 2000 directories (takes about 6 seconds on my machine) and off you go.
If this suits you then fine, but as others have pointed out this isn't the best way of handling a lot of data
Cheers
Mac