Noob question

[Sneeden]

I put this subin an webapplication project and it works OK, but in a windowsapplication project it generates an error "an unhandled exception of type system.security.securityexception"

Private Sub SearchDir(ByVal TargetDir As String)
        Dim Files() As String
        Dim File As String
 
        Files = IO.Directory.GetFiles(TargetDir, "*.*")
        lstFiles.Items.Clear()
        For Each File In Files
            lstFiles.Items.Add(File)
        Next
    End Sub

Why?