application permissions problem

hi, i've created a little application that stores some data in a text file. it works fine at home, but when i brought it to work, i get an exception saying my application does not have permission to create the text file. i'm able download other applications from the net, and some of these apps do much the same thing - create other files. do i need to have our sys admin set something up for me, or can i fix this in my program? thanks!