--- auto_migrations/lib/auto_migrations.rb	2008-05-13 03:04:01.000000000 +1000
+++ auto_migrations.mkdir_p/lib/auto_migrations.rb	2008-05-13 03:04:45.000000000 +1000
@@ -28,6 +28,7 @@
               end.join
     schema << "  end\nend\n"
     migration_file = File.join(RAILS_ROOT, "db", "migrate", "001_initial_schema.rb")
+    FileUtils.mkdir_p File.dirname(migration_file)
     File.open(migration_file, "w") { |f| f << schema }
     puts "Migration created at db/migrate/001_initial_schema.rb"
   end