Make sure you have the permission
<uses-permission android:name="android.permission.WRITE_EXTERNAL_STORAGE"/>
Your code can work on my device. If you do have the permission, due to some tiny differences between our Android systems, you can try to create a hidden directory, and create a file inside of it.
static String baseAppDir = ".MyAppFolder";
static String fileHider = "nomedia";
Type in "ls -a" to check whether the hidden file has been really created. Don't 100% trust the exception log sometimes.