You should be creating data files in the appropriate application data folder, not the application's folder.
You can use this to get the name of the folder:
Environment.GetFolderPath(SpecialFolder.xxxxx)
where "xxxxx" is one of the following:
ApplicationData<br />
CommonApplicationData<br />
LocalAplicationData
Go here to determine which of those you want to use:
http://msdn.microsoft.com/en-us/library/system.environment.specialfolder.aspx[
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The reason you use this method is because different versions of Windows use different names for these "special" folders.