my $dir = ...;
if ( ! -d $dir && ! mkdir $dir ) {
    die "Can't mkdir '$dir': $!";
}

##</code><code>##

my @wanted_directories
    = ( "e:/web/public_html/eagle_f91/ffinfo/protected/images/$Game",
        "e:/web/public_html/eagle_f91/ffinfo/protected/images/$Game/$SubSet",
        "e:/web/public_html/eagle_f91/ffinfo/protected/images/$Game/$SubSet/thmb"
      );
foreach my $dir ( @wanted_directories ) {
    if ( ! -d $dir && ! mkdir $dir ) {
        die "Can't mkdir '$dir': $!";
    }
}