Permissions needed for user to upload file to an App_Data subfolder

I saw a recent note here that user file uploads should be directed to a subfolder of App_Data to avoid site recompilation each time a file is uploaded. That worked fine on my development machine, but when I deployed to a test site at my web host, it fails:
Access to the path '...\App_Data\PDFFiles\Filename.pdf' is denied.

How do I set permissions to allow writing a file into that folder? Is this something I do in my page or site configuration, or do I need to contact the web hosting company?

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