Nikon D3 - Manual (Page 320)

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2
Choose a folder number.
Press the 4 or 2 to highlight a digit, press 1 or 3 to change.
If a folder with the selected number already exists, a W, X, or
Y icon will be displayed to the left of the folder number:
• W: Folder is empty.
• X: Folder is partially full.
• Y: Folder contains 999 pictures or a picture numbered 9999.
No further pictures can be stored in this folder.
3
Save changes and exit.
Press J to complete the operation and return to the shooting
menu (to exit without changing the active folder, press the
G button). If a folder with the specified number does not
already exist, a new folder will be created. Subsequent
photographs will be stored in the selected folder unless it is
already full.