When you unzip the SDK file you downloaded, it moved the directory
within the zip to a specific place on your computer. It may have been
the dektop. The directory was probably called something like “Android SDK.”

You need to rename that folder to “sdk” and move it to the root of your
c: drive so that it’s location is simply c:sdk. Right now, if it’s on
your desktop, and assuming you’re on windows xp, it’s location is
c:documents and settinigsuserDesktopsdk. (User is your username).