Then there is something weird with the permissions on that folder or your user account has insufficient permissions to write to folders on C: for some reason. Maybe you created that folder when logged in as a different user so you don't have write access to it. I don't have any issues writing to subfolders of C: only the root is itself blocked and other system folders like Program Files etc.
 
See this article which might give you some clues. This may also help setting folder permissions.