File could not be opened. Operating System Error Code (null)

Question

I am trying to use the bulk insert option to transfer an XML file to my DB. This error continues to grow:

Cannot bulk load because it is not possible to open the c: \ new.xml file. Operating system error code (null).

the code:

INSERT INTO TABLE1(XCol)  
SELECT * FROM OPENROWSET(  
   BULK 'c:\new.xml' ,  
   SINGLE_BLOB) AS x;