Creates the projections subfolder if required, even if the data directory exists

If the user creates the data directory in the expectation that like many libraries, the library would not do this for itself, then the projections directory would not be created, leading to IOError exceptions on index initialization. This change resolves this.
Merge pull request #1 from JamesHarrison/patch-1

Creates the projections subfolder if required, even if the data director...