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Windows - you can look for a directory named temp at the following location:
C:/Documents and Settings/MYName/Local Settings/Temp
Replace MYName with your user name.
If there isn't a directory there, create one and make sure you can read and write to it.
If it is there, make sure you have access to read and write files into it.
I am using a windows and do not have this directory. I have been trying to create one, but to no avail. Once creating a documents and settings folder in C: it says it will move it to users. I can't stop it from doing this.
Is there a specific way to create a directory?
You should be able to right click to make a new folder.
I am a Mac person, so one of the windows folk should help on why you are being prompted that it will be moved.
As far as checking/creating that folder goes:
By default in Windows, parts of that /username/ tree, folders and files are set to 'hidden'. Try Control Panel > Folder Options > View tab > Show Hidden files and folders check box.