Cannot Make Directory Via SSH

I'm trying to create a directory, "hello", so I log in via SSH and CD to /proc, as this is where I want the directory to be. I type, "mkdir hello" and I get the following;

mkdir: cannot create directory `hello': No such file or directory

I've searched around for the error, and I've found two mentioned problems;

Persmissions
Parent directory doesn't exist.

However, the parent directory; /proc does exist and it has the permissions 7777.