I have a database file .mdf from MS SQL EXPRESS in folder:
C:\\Program Files\\Microsoft SQL Server\\MSSQL10.SQLEXPRESS\\MSSQL\\DATA
In my case I have got the error when trying to create a databae on a new drive. To overcome the problem I created a new folder in that drive and set the user properties Security to full control on it(It may be sufficient to set Modify ). Conclusion: SET the Drive/Folder Properties Security for users to "Modify".