The "permission denied" message is used, ahh, rather-a-lot in Unix/Linux.
... It could
simply mean that the media involved, e.g.
a CD-ROM, is (by its very nature) not writeable.
Determine, first, exactly where the "current directory" is.
If it's the CD, then there's your problem. Otherwise, check the permissions on this directory against your own. It must be writeable.