Why can't I change the location of the message store?

I want to change the location of the message store? I use the Tools>Options>Advanced>Maintenance>Store Folder. I set up the folder where I want the store to be. Windows Mail accepts this, and says it will be used after restarting Windows Mail. I restart the program, but the store remains exactly where it was. Am I doing something wrong? Is it something to do with Folder permissions?Steve