The application attempted to perform an operation not allowed by the security policy.

I am trying to create and modify temporary files with in the applicaiton folder. The security policy of the server does not allow me to do this. I have also tried to change the trust level in the web.config file but even this is also not working. Is there a work around through which I can store the file on the server either in the application direcotry or some other direcoty. I am having this specific problem while I am trying to host the applicaion on GoDaddy.com.
Security Exception
Description: The application attempted to perform an operation not allowed by the security policy. To grant this application the required permission please contact your system administrator or change the application's trust level in the configuration file.

Exception Details: System.Security.SecurityException: Request for the permission of type 'System.Net.WebPermission, System, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089 ...