I’m curious about what you did, but I don’t have a Windows installation at hand in order to reproduce it. Please show us the content of the start script index.php generated with the command yiic webapp c:/blablabla/testapp.
I started up a Windows box and did some testing. So yiic has no problem to handle arbitrary paths on the same or other volumes. You didn’t tell us the location of your Yii installation. Assuming e.g. it’s on a different volume, perhaps you configured a virtual server on port 81 or something else (a second web server product, “bitnami”, …).