Java PrintWriter FileNotFound

I'm having trouble with writing to a txt file. I am getting a FileNotFound Exception, but I don't know why because the file most definitely is there. Here is the code.

import java.io.FileNotFoundException;
import java.io.PrintWriter;
import java.io.File;

public class Save
{
    public static void main(String[] args)
    {
        File file = new File("C:/Users/Daniel/Desktop/Programs/Save Data Test/save.txt");
        PrintWriter pw = new PrintWriter(file);
        pw.println("Hello World");
        pw.close();
    }
}

You must create the actual file with its directory before you create the PrintWriter put

file.mkdirs();
file.createNewFile();

Using this with the proper try and catch blocks would look something like this...

import java.io.FileNotFoundException;
import java.io.IOException;
import java.io.PrintWriter;
import java.io.File;

public class Save
{
    public static void main(String[] args)
    {
        File file = new File("save.txt");
        try {
            file.mkdirs();
            file.createNewFile();
        } catch (IOException e1) {
            e1.printStackTrace();
        }
        try {
            PrintWriter pw = new PrintWriter(file);
            pw.println("Hello World");
            pw.close();
        } catch (FileNotFoundException e) {
            e.printStackTrace();
        }

    }
}