Below steps worked for me:
1. Run command prompt as administrator
2. Unchecked the read only options in C:Program FilesJavajdk1.6.0_25in
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:.