Sounds like a permissions issue. You can see the permissions of a directory by right clicking properties or in terminal.
user@computer / $ ls -al
drwxr-xr-x 24 root root 4096 Mar 19 17:09 .
drwxr-xr-x 24 root root 4096 Mar 19 17:09 ..
drwxr-xr-x 2 root root 4096 Jan 15 17:27 bin
drwxr-xr-x 3 root root 4096 Mar 30 07:47 boot
drwxr-xr-x 17 root root 4300 Apr 3 22:24 dev
drwxr-xr-x 164 root root 12288 Apr 4 12:31 etc...
In the example above all the directories are owned by root. Chown the directory you would like to store the files in replacing with your username
$ sudo chown -R <your username> /path/to/dir
This will give you ownership of the directory so you can paste into it. The -R makes the change recursive so the ownership of sub directories are also changed.