I use NERD_tree with MacVim all the time, and I have no problem adding new files. Check which version of NERD_tree you are using. If you look at the file:
~/.vim/plugins/NERD_tree.vim
You should see this line at the top if you are using the latest version:
let s:NERD_tree_version = '4.1.0'
Also make sure fs_menu.vim is present (this plugin is necessary for file system commands)
~/.vim/nerdtree_plugin/fs_menu.vim
source share