Notes on a stick - attaching documents

When you have notes on a stick installed, and go to attach a document to the email, it pops up an error saying that autsave.ntf does not exist in c:\Doc & Settings\All Users\Application Data\Lotus\Notes\Data\Shared\autosave.ntf…

Doesn’t Notes on a stick imply that you don’t need to install anything on the c: drive?

autosave.ntf IS in the data directory on the USB key.