Create the activity via the manifest editor like this:
Double click on AndroidManifest.xml in the package explorer.
Click on the "Application" tab of the manifest editor
Click on "Add.." under the "Application Nodes" heading (bottom left of the screen)
Choose Activity from the list in the dialog that pops up (if you have the option, you want to create a new top-level element)
Click on the "Name*" link under the "Attributes for" header (bottom right of the window) to create a class for the new activity.
When you click Finish from the new class dialog, it'll take you to your new activity class so you can start coding.