Because "md" and "pp" are not recognised parameters to cmd.exe
If you look here:
http://ss64.com/nt/cmd.html[
^] you will find all the things that the cmd application will know.
And before you ask, I suspect that "md" will not work as a Process either, as it is a built in DOS command.
As Wes and Sandeep have said: use the framework command instead:
Directory.CreateDirectory[
^]