Command prompt won’t change directory to another drive

I’m trying to compile some java (learning java currently), and to do so I need to change command-prompt’s directory.

C:\...\Admin> cd D:\Docs\Java
C:\...\Admin> cd
C:\...\Admin

It doesn’t change the directory. I try again using quotes:

C:\...\Admin> cd "D:\Docs\Java"
C:\...\Admin>

Again it doesn’t change the directory. What am I doing wrong?