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On your first problem, you will need to login as SU to move the files. Linux has permissions, for both files and directories. As a regular user you can not write to areas of the system. So, look on your system for a console. Depending on the distribution, it may be called different things, such as Konsole. Once you find that, at the command prompt, type SU and press enter. You will be asked for the root password. You need to enter that. It would have been set up at install time. Enter the root password, and press enter. Now, if you must have a gui, launch Konqueror, type it at the prompt, and enter. Konqueror should launch as a root user. Be careful, you can destroy a system with root authority. Now drag and drop your files. I would suggest you spend some time and learn how to use the commands. mv and cp are not difficult to use. For some help check out the Wiki section of this board, or the man pages for the commands.
Sorry I can't help much with the math program. Only suggestions I have is to see if you can run it under wine. A second option may be to look for a similar linux program.
Hope this helps.
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