Although Laura indicates in her post that static names allow here to create the files, and others have opinted out that she may need to make sure that the directory structure is there, I thought I'd put in my 2 cents: Do not forget permissions, I see this alot. I can only speak of the pitfalls that are common on UNIX systems though, I do not know how IIS on NT/Win2k deals with permission problems. So to that end, check to make sure the permissions on the set of directories you will be writing to are indeed writable by the web server process. If the web server runs as NOBODY (a common user on UNIX boxes with little or no system wide permissions) make sure your directory structure is either owned by NOBODY, or depending what default group the user NOBODY belongs to, make the directory structure group writable by the appropriate group. I would not suggest world writable directories, they too can be a source of security problems.
Good Luck, let us know how it turns out.
-spartan

Very funny Scotty... Now PLEASE beam down my PANTS!