URI formats error on dataset writexml

I am getting a 'URI formats are not supported' when using the following writeData;

strFileName =  @"http://mysite.com/folder/file.xml";
writeData()
{
  ds.WriteXml(strFileName, XmlWriteMode.WriteSchema);
}
readData()
{
            ds.Clear();
            ds.ReadXml(strFileName , XmlReadMode.ReadSchema);
            dv = ds.Tables[0].DefaultView;
}

Can anyone suggest how to correct this.

Many thanks in advance.