Composite Control need write permisson

I've just finished building my composite control, it is image gallery
that generates thumbnails from images in specified folder and creates
new folder in which generated thumbnails been saved.

For my control to operate correct in hosting environment in IIS -
Directory Security "Integrated Windows authentication" needs to be
checked. Is that "un-common" pre-request for control of this type?
I am asking this because when I uploaded my web application with this
control on site, on page with my control I get
"System.UnauthorizedAccessException:"
ASP.NET is not authorized to access the requested resource. Consider
granting access rights to the resource to the ASP.NET request
identity. ASP.NET has a base process identity (typically {MACHINE}
\ASPNET on IIS 5 or Network Service on IIS 6) that is used if the
application is not impersonating. If the application is impersonating
via <identity impersonate="true"/>, the identity will be the anonymous
user (typically IUSR_MACHINENAME) or the authenticated request user.
Exception is raised when control need to create "thumbnails" folder.

So, I've requested my hosting provider to check "Integrated Windows
authentication" for my site, but they provided me with workaround
instructions on how can I set "modify" permissions on parent folder of
"thumbnails" folder. But that doesn't solve my issue because I can't
set permissions with my FTP client.
My question is, is there some kind of security risk for hosting
provider to grant my site "Integrated Windows authentication", if it
is, is there any way for my control to work without need of taking
care pre-requests like this one.

Thanks,
manikal

.

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