Can't you create the file from the midlet or access the htdocs folder from the web? I guess the first since the Data/Image folder isn't viewable from the web by default, although it could be configured so.
I'm not familiar with the midlets, so I can't help you there but I guess there might be some sort of security policy preventing creating files in some folders. If there are no Java experts here to help you out, you could try different approach by adding the following lines into your httpd.conf file in Web server/conf folder.
This should allow accessing e.g. test.txt file in that folder from web with address http://yoursite.mymobilesite.net/something/test.txt and using that method you could publish some directory that your midlets can write into.
# Change 'valid-user' to a specific user or comment the line out if you
# want to allow access to anybody. This way all users can access this
# folder with their own username and password.
# Another option to allow only some group, in this case the administrator(s)
# Require group admin
AuthName "Private folder"
Alias /something/ "C:/Data/Something/"
Configure with your own risk (might also read the Apache manuals first). I can't quarantee that this is 100% secure way, but I think this should be about right... ;-)