title: Extended Events - Object cannot be added to the event session
body: <p>When I am trying to run Extended Event:</p>
  
  <pre><code>CREATE EVENT SESSION [Loading] ON SERVER  
  ADD EVENT sqlserver.sql_statement_completed(SET collect_statement=(1)) 
  ADD TARGET package0.event_file(SET filename=N'C:\Users\user\Documents\test.xel',max_file_size=(10)) 
  WITH (MAX_MEMORY=4096 KB,EVENT_RETENTION_MODE=ALLOW_SINGLE_EVENT_LOSS,MAX_DISPATCH_LATENCY=3 SECONDS,MAX_EVENT_SIZE=0 KB,MEMORY_PARTITION_MODE=NONE,TRACK_CAUSALITY=OFF,STARTUP_STATE=OFF) 
  GO 
  </code></pre>
  
  <p>on SQL Server 2016, I get:</p>
  
  <blockquote>
    <p>The target, "5B2DA06D-898A-43C8-9309-39BBBE93EBBD.package0.event_file",
    encountered a configuration error during initialization. Object cannot
    be added to the event session. The operating system returned error 5:
    'Access is denied. 
        ' while creating the file 'C:\Users\user\Documents\test_0_131207679384970000.xel'. (Microsoft
    SQL Server, Error: 25602)</p>
  </blockquote>
  
  <p>Where is the problem? I have enough permission for C:\Users\user\Documents.</p>