Messages not being archived

[Christopher Culver]

As described in the Gnus manual, I've set the following instruction
in gnus.el for message archiving:

(setq gnus-message-archive-group
      '((if (message-news-p)
            "misc-news"
            (concat "mail." (format-time-string "%Y-%m")))))

Now, when I compose a new mail message, it does indeed show this header:

Gcc: nnfolder+archive:mail.sent2010

However, when I send the message a nnfolder+archive:mail.sent2010
group is not created, and the message disappears completely, being
archived nowhere on my disk. Must I perform some special command to
create the group before it is available for archiving, or am I doing
something else wrong?