So a slight update...
What actually happens in your case is that the DB path is "C:\\dave\\UTILS\\Unimus".
This will create the database in "C:\dave\UTILS", with name "Unimus".
It will NOT create the database in "C:\dave\UTILS\Unimus\" (the trailing "\" is important).
For the behaviour you expect, enter the path as for example "C:\dave\UTILS\Unimus\db" in the wizard

Or "C:\dave\UTILS\Unimus\", which will create a no-name database inside that folder.