Below steps worked for me:

1. Run command prompt as administrator

2. Unchecked the read only options in C:\Program Files\Java\jdk1.6.0_25\bin 
This may not be required

3. keytool -genkey -v -keystore d:\my_private_key.keystore -alias my_key_alias -keyalg RSA -keysize 2048 -validity 10000

4. Tell it to create it in drive D:.