Accessing the file system typically isn't a very good idea for a unit test. You might want to consider alternatives.
If you really have to, the easiest solution would be to use JUnit 4.x and make use of the @BeforeClass annotation (if you are using Java 5 or later).
The soul is dyed the color of its thoughts. Think only on those things that are in line with your principles and can bear the light of day. The content of your character is your choice. Day by day, what you do is who you become. Your integrity is your destiny - it is the light that guides your way. - Heraclitus
subject: SetUp getting called for every test method