Unexpected problem in having property in recording statement

    public class Dummy
    {
        public Dummy()
        {

        }

        public string MyDumn
        {
            get;
            set;
        }
    }

    [TestFixture]
    [ClearMocks]
public class TestClass
{
        private string DataDirectory
        {
            get
            {
                string filePath = "Wai test";;
            }
        }

        [Test]
        [VerifyMocks]
        public void TestProperty()
        {
            using (RecordExpectations recorder = RecorderManager.StartRecording())
            {
                Dummy dum = new Dummy();
                recorder.ExpectAndReturn(dum.MyDumn, DataDirectory);
            }
            Dummy dum1 = new Dummy();
            Assert.AreEqual(DataDirectory, dum1.MyDumn);
        }

        [Test]
        [VerifyMocks]
        public void TestProperty2()
        {
            string dumData = DataDirectory;
            using (RecordExpectations recorder = RecorderManager.StartRecording())
            {
                Dummy dum = new Dummy();
                recorder.ExpectAndReturn(dum.MyDumn, dumData);
            }
            Dummy dum1 = new Dummy();
            Assert.AreEqual(DataDirectory, dum1.MyDumn);
        }
}

TestCase 'XFootingTest.PresenterTest.TestProperty'
failed: TypeMock.TypeMockException : 
*** Cannot return a value for Dummy.get_MyDumn() because no value was set. use recorder.Return().
*** Note: Cannot mock types from mscorlib assembly.
   at f.c()
   at TypeMock.RecordExpectations.Dispose()
   C:developmentEsteem7 .Net2XFootingXFootingTestPresenterTest.cs(92,0): at XFootingTest.PresenterTest.TestProperty()
   at TypeMock.VerifyMocksAttribute.Execute()
   at TypeMock.DecoratorAttribute.CallDecoratedMethod()
   at TypeMock.ClearMocksAttribute.Execute()
   at TypeMock.MethodDecorator.e()
   at TypeMock.MockManager.a(String A_0, String A_1, Object A_2, Object A_3, Boolean A_4, Object[] A_5)
   at TypeMock.InternalMockManager.getReturn(Object that, String typeName, String methodName, Object methodParameters, Boolean isInjected)