[vtkusers] vtkXMLStructuredGridReader: Error opening datafile

[Ogedengbe, Emmanuel]

One of the test cases in the vtk source tree (i.e., MultiBlock.cxx)
appears to offer helpful illustration for my data format. However, I
have problem running this case. The following problems are viewable from
the vtkOutputWindow:

ERROR: In ..\..\vtk\Filtering\vtkExecutive.cxx, line 756
vtkStreamingDemandDrivenPipeline (01E6F890): Algorithm
vtkXMLStructure......
....
....
ERROR: In ..\..\vtk\IO\vtkXMLReader.cxx, line 173
vtkXMLStructuredGridReader (01E6B6B8): Error opening file
../VTKData/Data/..
....
....

Can anyone provide help on what may be the cause of these errors?
Thanks,

Emmanuel