I can only compile tex files in my Dropbox directory

Question

As the title says, when I try to compile a simple tex file located in my Dropbox directory, everything works fine and a pdf is produced. When I try to compile the same tex file anywhere else, I get the following error :

I can't write on file `questionnaire2.pdf'. \end{document}

the file "questionnaire2.tex" is :

\documentclass[letterpaper,12pt]{article}

\begin{document}
foo
\end{document}  

I am compiling using MiKTeX 4.5.

Edit : I am also making sure that no pdf reader is open while I try to compile.