Don't put stuff in the root of a drive, you're likely to get permission problems. Windows protects the root directory of all drives, C the most, but all others as well.
See my edits of the previous post as to what's likely wrong
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability