So many different problems have been raised in this thread, it is unclear what you mean by "the similar problem". However, since you mention your moodledata directory, I presume you are referring to the original problem of the thread, as spelled out in the subject line.
First of all, having the data folder outside the moodle folder is a good idea, but it has absolutely nothing to do with this error. It is good because of security reasons.
Secondly, make sure the value assigned to $CFG->dataroot in config.php (moodle folder) is correct, i.e., it should be the complete pathname to the data directory you say you have. [EDIT: You might post that value, or maybe your entire config.php (with your database p/w, at least, removed!), so we can see if there is a problem with it.]
Third, make sure the permissions for that directory, and all subdirectories, are adequate. See Installing Moodle/Creating a Moodle site data directory.
Finally, see http://moodle.org/mod/forum/discuss.php?d=84369#p372906. EDIT: and maybe other posts in that thread.
Installing and upgrading help
The 'Data Directory' you specified could not be found or created.
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