Cannot create target file xxxxx, Permission denied (13)

[Canard blanc]

Trying to save some files from a Vista machine, and used the Knoppix based RescueCD which has a File Manager.

Created directories, mounted drives, etc,
The File Manager shows what needs copied, but when a file is to be copied from the source (Windows HDD/NTFS) to the destination (USB pen drive/FAT32), get the following:
Cannot create target file xxxxx, Permission denied (13)

Any clues?

Thanks for your help!!