Error when create new form on Delphi 3

Does anyone know where to fix the error when create a new form in Delphi 3?
That is:
"Unable to rename 'C:\...\Delphi32.' to C:\...\Delphi32.dro'"
Because I'm running on Windows NT Workstation and I'm not allowed to access
to this directory. I want to change this default to my directory.
Please tell me how to do!! Thanks
Q. Minh