If access to the designated volume is denied, then check whether you are attempting to create the mirror while other applications are accessing the volume. During Mirror Creation, the volumes must be locked on the target system for exclusive access by the SIOS DataKeeper software.
In particular, the Distributed Tracking Client service, which is set to run by default in Windows, keeps two file handles open for each volume. If the volume houses a SIOS DataKeeper target, the SIOS DataKeeper driver cannot lock the volume. You must therefore stop the Distributed Tracking Client service and set its startup policy to Manual.