The save directory files/webform could not be created

I'm using Drupal 6.2. When I attempt to add a file component to a webform, I get the following error message:

The save directory files/webform could not be created. Check that the webform files directory is writtable.

The directory should be writable and I manually created the webform directory, but the error remains.

It seems that it might be going to the wrong "files" directory. Shouldn't there be more of a path like /sites/default/files/webform?