Your target disk may be mounted read-only. To check if the volume is mounted read only, type "mount" at the command line to give you a list of the mounted filesystems. If the one you're copying to says "ro" at the end then that's your problem. You need to google "linux mount filesystem" or similar to learn how to remount your target hard disk.
On the other hand the account you're using may not have permission to write to the disk. Supposing your target drive is mounted to /media/sda2, e.g.
/dev/sda2 on /media/sda2 type fuseblk (rw,nosuid,nodev,noatime,allow_other,blksize=4096)
> ls -ld /media/sda2
to show the user permissions for the mount point. In order to interpret the results, this article may help you: