Thanks metavoid!

I managed to save an image onto the hard drive and then I used Windoze to burn it to a DVD.

Thinking back I believe that the first problem was caused by me not specifying a device i.e. /dev/sda3, but a filesystem /mnt/sda3 - which of course was not yet mounted.

The second problem is still there - don't know how to overcome it.

The third problem did not recur. I assume that the first time I tried it I might have not had mounted the partition I wanted to save the image to, or perhaps not set it to be writeable.

Thanks for your advice.