In some instances you may see that your frx32.cfg (located on your local drive and containing the path to your sysdata directory) has the location of your [sysdata] revert back to an older location even after you manually change the directory.
The reason for this is the SYSTEM.CFG on your server has a MOVETO statement which is inserted when someone indicates they want to move the location of the systdata folder.
Remove the moveto and you can then make permanent changes in your frx32.cfg to point to the new sysdata location.
Tip: Make sure that when editing the sysdata path that you put a / on the end or you'll get an error message.