If you click on All Address Books first, so that it is highlighted, and then go to File > New > Address Book, the new book you create will be on the same level of hierarchy as Collected Addresses and the rest.

Your suggestion does not work. In the drop down box that appears after you have highlighted "All Address Books" you are not given the choice to add to the "All address Books". Your only choice is all the other address books.

If you follow the instructions that amanchesterman gave you there are no drop down boxes involved. If you continue to try and do it your way and click New List instead you are not going to get anywhere. New List is for a mailing list inside and existing address book.

Thank you all