Creating subdirectories under Data-type/Data

seeDerekNow

Is it possible to create subdirectories under the templatedata/data-type/data directory? I tried creating one and got the following message when trying to save a DCR under it:

"Cannot set location to /intranet/main/......Data/Compliance. It is not in /intranet/main.../Data"

Has anyone encountered this before?

Derek