You're on the right track, its definitely a permission problem, its trying to create that file but it can't.
I googled a little and maybe some info on this thread is relevant. Maybe you are not looking in the right place for the user.
This article tells how to set the permission and find the user. You bascially right click the Data folder beneath the root of the mojoportal site and choose properties. You should see a security tab, if you don't see the security tab then you need to enable simple file sharing. That will make the tab appear.
On the security tab click the Add button, then Advanced, then Find Now and the aspnet user should be in the list.
Hope it helps,