Did you login directly with user 'root' or use the 'su' command? If you used 'su' remember to put the hyphen '-' after su. This makes sure that the login scripts for the target user are read.
Type 'id' and see whether your uid and gid have a value of 0.
Type the 'mount' command without argumaents to see if the root partition '/' is mounted 'ro' or 'rw'. To perform a write operation it needs to be mounted read-write (rw).
If you are logged in as a different user, you will be limited to downloading files to your $HOME, /tmp, /usr/tmp directories.