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SSL Certificates - pkcs12: Can't open "mydomain.pfx" for writing, Permission denied

I have purchased a single server SSL Certificate, I have the generated-private-key.txt/generated-csr.txt and the 3 x files downloaded in ZIP format, these files are the Code.CRT Code.PEM Bundle.CRT.


I want to convert these to .PFX using OpenSSL. 


I have moved my code.crt and generated-private-key.txt to my C:\

I have changed the encoding of the generated-private-key.txt to UTF-8

I am running the following openssl command to create a .PFX Certificate:

"pkcs12 -export -out mydomain.pfx -inkey c:\generated-private-key.txt -in c:\code.crt"


During the process it asks me for a private key password and to repeat the password, no problems there.

The process errors out though with the following error:

"pkcs12: Can't open "mydomain.pfx" for writing, Permission denied"


Thoughts on why this may be?