Creating A Tablespace in PostgreSQL 8.0 for Windows

I have created a database definition (adns); now I want to create a tablespace for its data to
reside in in directory c:\ADNS. For some reason, I can't get it to work. The directory does exist
(in Windows 2003). Tried setting up the tablespace first, then the database; that didn't work
either. What am I doing wrong? I am doing this in 'psql'.
 
Once the tablespace does set up, will I also be able to see it in Windows Explorer as a file 
under c:\ADNS ??
 
mydb=# create database adns with owner = postgres;
CREATE DATABASE
mydb=# \l+
                      List of databases
   Name    |  Owner   | Encoding  |        Description
-----------+----------+-----------+---------------------------
 adns      | postgres | SQL_ASCII |
 mydb      | postgres | SQL_ASCII |
 template0 | postgres | SQL_ASCII |
 template1 | postgres | SQL_ASCII | Default template database
(4 rows)
mydb-# \db data1
   List of tablespaces
 Name | Owner | Location
------+-------+----------
(0 rows)
mydb-# \c adns
Password:
You are now connected to database "adns".
adns-# create tablespace data1 location 'c:/ADNS'
adns-# \db data1+
   List of tablespaces
 Name | Owner | Location
------+-------+----------
(0 rows)
adns-# \db+
                 List of tablespaces
    Name    |  Owner   | Location | Access privileges
------------+----------+----------+-------------------
 pg_default | postgres |          |
 pg_global  | postgres |          |
(2 rows)
adns-#