Error creating Database for WebPart Web Application in ASP.NET 2.0

[Guest]

Getting the error when running the Web Application using WebParts:

Server Error in '/ConnectedWebPartsDemo' Application.
--------------------------------------------------------------------------------
Failed to generate a user instance of SQL Server due to a failure in
starting the process for the user instance. The connection will be closed.
Description: An unhandled exception occurred during the execution of the
current web request. Please review the stack trace for more information about
the error and where it originated in the code.

SQLExpress database file auto-creation error:

I guess the error is there because I am using File System IIS feature of
ASP.NET 2.0 and my Windows XP SP2 has App_Data folder as Read-only and we
cant change the permission as it is a NTFS partition.

Please help how to resolve this error.

Thanks,

Shell