SPCR

There are two folders involved, drag and drop didn't work.

Oddly I try to access my own "Documents and Settings" folder and I get access denied.

Which OS are you using and which version of the GPU client?

I'm using XP and the console client GPU2 v6.20. All I needed to do was create a folder of any name I wanted (I imaginatively choose "C:\Program Files\Folding@home-GPU") and then once the client is up and running just point FAHMON at the folder.
I seem to remember that the GPU system tray client does create different folders but I found the console client easier to use and monitor and so used the console version instead.

GPU2 is in 2 different folders, I eventually found the other folder and pointed to that, and FAHMon started working.

Odd. My GPU2s definitely have one, and only one, folder.
No matter, I'm just glad that another GPU is folding for SPCR!