Tcode FILE problem

I am trying to use the Direct Input method in the LSMW (It is my first time using the Direct Input method) but I encounter a problem during the Specify File step saying that No Logical Path was specified. I look into the forums and they told me that I needed to define one with the FILE Tcode but when go to the FILE Tcode a message pops up saying Changes to Repository or cross-client Customization are not permitted.
What would cause this? How should I deal with it?

Hi Obie,
I guess you are testing in Testing client .
Do it in development client.
Mohinder

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