1) Yeah, David that's me!
Thats a bit odd, normally there shouldn't be any problems writing to the user directory in Windows.
a few things you can check though:
1) That you are logged in as "David"
2) That the folder C:/Users/David/Unity/Game\Game_Data exists and isn't write protected. (if the folder doesn't exist you can check the permissions on the Game and Unity folders to make sure they're not write protected either)
2) Ok, so the folder did not exist - so that must be the problem. I am guessing Unity can't write to the folder?
I checked right now, and the permissions on the Game folder stated Read Only (only applies to files in folder), so I removed that and it still didn't work.