That doesn't work either. Not sure why not it always brings up an error.
Perhaps a dumb question, but what are you actually putting in the first line to specify the workspace folder? If the path is unspecified or invalid (such as incorrect slashes, which is common with path strings), that could be the source of the error.
arcpy.env.workspace = 'C:\\GIS_DATA\\' # or r 'C:\GIS_DATA\'
mxd = arcpy.mapping.MapDocument("Current")
fclist = arcpy.ListFeatureClasses()
for i, fc in enumerate(fclist):
arcpy.CreateFeatureLayer_management(fc, "layer_%i" % i)