Slashes are not allowed in directory names.
You must use a different delimiter. e.g. "_"
DateTime today = DateTime.Now;
string path = string.Format("{0:0000}_{1:00}_{2:00}", today.Year, today.Month, today.Day);
Directory.CreateDirectory(path);
This will create a directory like this: e.g. 2015_04_27
in the folder of your programme.