I tried the same thing on my C drive and I got an access denied message. I tried the same thing on a different drive and it worked.
I'm guessing you need to change your permissions for the C drive to allow you to do this on that drive. An easy way to check if you can do this is to open the command prompt and type "dir /s *.* > dirstruc.txt" and if you get the denied message, you'll know that you need to change the permissions.