Create class in non-top-level package?

I have a number of levels in my package heirarchy, and don't want to put any classes at the "com" level. I'm finding it frustrating to try and create a simple class at the com.mydomain.myproject.gui level. I've tried every combination I can think of of new Package, Directory, File, and Class.

The QuickStart Guide seems to demonstrate the simplest case: create a package and a class at the first level. Does the IDE even support this, only slightly-more-complicated use case?

Thanks,

Ben