Web Folders and MKCOL

Is it legal HTTP/1.1 to issue a request like this:

	MKCOL /New Folder HTTP/1.1

The space between "New" and "Folder" is not correct, is it?   Shouldn't
it be "New%20Folder"?   Web Folders seems (although I'm not entirely
sure if some other piece of my system could be doing this) to put a
space there.

Thanks,
	Erik