This is a bug - it doesn't create the database at all. We'll have this fixed in the next "build".
In the meantime, you can use "Tools\External Interfaces\Data Export Wizard" to do the same thing. Personally I prefer this alternative because you only send data to the database when you physically request it. If you use the other option (Configuration\database definition), then every run sends the data from every load case to the database. Typicallly this is more than you want and it does slow down the analysis.
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Regards,
Richard Ay - Consultant