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Mysql doesn't run as root (the root@localhost thing is the mysql username which is seperate from the system users) so you probably won't be able to write to system directories such as /usr or anything under that. If its just temporary data you're writing it would be much better to just write it to /tmp - fiddling with the permissions on directories in /usr is generally a bad idea.
Otherwise is there a command that you are using to write that data out from mysql? A common trick is to use sudo to run that command as root, post back if u need to do this and I'll explain in more detail.