Creating deep directories

[Syslock]

I'm trying to create a file for writing:

FILE *File = fopen( "C:\\some\\really\\deep\\directory\\blah.dat", "rb" );


The only problem is, none of these subdirectories exist, so fopen fails.

Is there a simple way to create all of these directories, when trying to
write a file?

Is there a general command to create deep directories that don't exist,
using just a single string of those sub-directories?

yeah, I can probably write up a hack to handle cases like this,
but I would rather use something that already does it if there is one.