<?php
$parentId = '2';

$category = new Mage_Catalog_Model_Category();
$category->setName('check');
$category->setUrlKey('new-category');
$category->setIsActive(1);
$category->setDisplayMode('PRODUCTS');
$category->setIsAnchor(0);

$parentCategory = Mage::getModel('catalog/category')->load($parentId);
$category->setPath($parentCategory->getPath());

$category->save();
unset($category);

?>

try{
    $category = Mage::getModel('catalog/category');
    $category->setName('check');
    $category->setUrlKey('new-category');
    $category->setIsActive(1);
    $category->setDisplayMode('PRODUCTS');
    $category->setIsAnchor(1); //for active achor
    $category->setStoreId(Mage::app()->getStore()->getId());
    $parentCategory = Mage::getModel('catalog/category')->load($parentId);
    $category->setPath($parentCategory->getPath());
    $category->save();
} catch(Exception $e) {
    var_dump($e);
}