windows server 2003 and folder redirection

I am attempting to use the group policy editor to setup folder redirection for the My Documents folder (User Config. | Windows Settings | Folder Redirection | My Documents) but during the last step within the editor, I receive the following error:

Unable to save the redirection information to the configuration file. The following error occured: Access is denied.

What area needs more access????? thanks in advance for any help.