Creating MS SQL Server database in the specific path Using SQL-DMO

Hello!
I've use the following code to create a new database on MS SQL Server using
DMO.
Also I need to setup the custom path to database files, but after executing
it produce an error 'Member Not Found'
--
procedure TForm1.CreateDMO;
var
  oSqlServer,oDatabase,oDBFile, oFileGroup : OLEVariant;
begin
  oSqlServer := CreateOleObject ('SQLDMO.SQLServer');
  oDatabase := CreateOleObject ('SQLDMO.Database');
  oSqlServer.LoginTimeout := 30;
  try
  Screen.Cursor := crHourGlass ;
  oSqlServer.Connect ('localhost','sa','');
  finally
  Screen.Cursor := crDefault  ;
  if not oSqlServer.VerifyConnection(6) then
     raise Exception.Create('Error Connecting Server') ;
  end;
  oDatabase.Name := 'waterbn1';
  oFileGroup := CreateOleObject ('SQLDMO.FileGroup'); ;
  oFileGroup:= oDatabase.FileGroups (1);
  oDBFile := CreateOleObject('SQLDMO.DBFile');
  oDBFile.Name := 'waterbn1';
  oDBFile.PhysicalName := 'C:\MyProg\waterbn1.mdf';

  oFileGroup.DBFiles.Add(oDBFile);
  oDatabase.FileGroups.ADD(oFileGroup) ;
  oSqlServer.Databases.Add(oDatabase);
  oSqlServer.Disconnect ;
end;