Error reading key store on Windows

In order to get the key store into an area in which I have write rights, I
have added this to my system.properties file:
proxy.cert.directory="d:\"

*jmeter.protocol.http.proxy.ProxyControl: Could not open/read key store
"d:"\proxyserver.jks (The filename, directory name, or volume label syntax
is incorrect) *

I've tried several different paths with the same result.

I'm running JRE 7 and have set the JAVA_HOME to point to it from within
jmeter.bat. I have also added the java/bin folder to the PATH in that
batch file.

set JAVA_HOME="c:\program files\java\jre7"
set PATH=%PATH%;%JAVA_HOME%\bin

Can you tell what I'm doing wrong? thanks!