This problem is addressed in ArcGIS 8.1 Service Pack 1. See Related Information section to download this pack.
When attempting to create a geocoding service against a file-based data source, such as a shapefile, the following error message occurs:
Unable to store the geocoding service. Error writing index file.
The geocoding index file is read-only, or you do not have write permissions to the folder that contains the file-based data source.
Solution or Workaround
Determine if the associated geocoding index (.aig) file, in the same folder as the file-based reference data source, is read-only. If it is, remove the read-only restriction on this file.
Determine if you have write access to the folder that contains the file-based data source. If you do not, ask the system administrator to grant you write access.
If you cannot gain access via the methods in steps 1 and 2, you can use a geocoding service created by a user who has write access. Ask a user who has write access to the folder to create a geocoding service for you, and use ArcCatalog to copy the geocoding service to this folder.
In ArcCatalog, copy the geocoding service from this folder to your Geocoding Services folder, and modify the geocoding service as necessary.
You may need to repair the geocoding service. For information on repairing geocoding services, refer to the related article below.