.psql_history": No such file

Dear users,

I have installed a postgres db using a datadir different
from /var/lib/pgsql/.psql_history.

then:  su postgres  psql postgres

All went fine but when I exit from psql from a db I obtain:
_______
could not save history to file "/var/lib/pgsql/.psql_history": No such 
file or directory
_______

how can I fix this problem? where can I say psql that it must
write .psql_history into the datadir?

many thanks...
ivan