Access Denied while creating a file

[Premalm]

Hi Guys,

I have an ASP.NET application. I am tring to create a rtf file in a folder data which is under the Default folder.
Whenever it tried to create the file it gives me an error "Access to the path "d:\sites\default\

http://wwwroot\data\719102336.rtf"

is denied."
I tried giving read write permissions to the anonymous user but this didn't work ?

Any ideas ?

Thanks
Premal