Database create error due to folder access right.

I have an application which will create a SQL database(using CREATE DATABASE) and the database files are supposed to be placed in c:\program files\myApp\data\myDatabase.mdf
However, when I try to do so, I get the following error:
System.ApplicationException: System.Data.SqlClient.SqlException: CREATE DATABASE failed. Some file names listed could not be created. Check related errors.CREATE FILE encountered operating system error 5(Access Denied) while attempting to open or create the physical file 'C:\Program Files\myApp\data\myDatabase.mdf'.
My window login already have administrator role.
The problem can be solved if I manually add full access right to my login in window exploder.  However, how can I do this programmatically?  Or what is the proper way to create database located under my application folder?

I get this error ("error 5(Access is denied) while attempting to open or create the physical file...") under the following circumstances:
1) Using SSE
2) create a database
3) Attach to it with SQL Server Studio
4) Detach
5) Attach again -- I then get the error. 
I tried stopping and restarting the server - no success.  I can recreate the database and get my one-shot access again so, at this point, I'm lost.

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