Since we do not use git-update-index followed by
git-checkout-index -u to create the half-merged file on
conflicting case anymore, we need to make sure the leading
directories are created here.

Maybe a better solution would be to allow update-index to add to
higher stage, and checkout-index to extract from such, but that
is a change slightly bigger than I would like to have so close
to 1.0, so this should do for now.

Signed-off-by: Junio C Hamano <junkio@cox.net>