In a live version of Linux, how do I save a web page, text note, or picture to the flash drive?

I've been exploring Linux in the last couple months, but still have a great deal to learn, including some real basics. For example, in both Linux Mint, and Pinguy OS, the two distros I've used, I can't seem to figure out how to save user files to the flash drive on which Linux resides. (I created a live bootable flash drive with both distros on it.) I created a folder for this purpose (named simply "Created By Me") on the flash drive. But whenever I try to save something to it I get an error message saying something like I don't have permission to change that folder, or the folder is non-writeable and I have to change that first. And a file containing notes to myself, also in that folder, is un-editable in Linux. I can open and view it, but not change it. After seeing this "permissions" or "read-only" message the first time, I connected the flash drive to a Windows machine, right-clicked on that folder and saw that it was indeed marked as read-only. I changed that (I thought), but am still getting this error message in Linux. One other thing I've noticed is that I *am* able to save pictures from websites, but I'm not really sure where they go. Evidently to the hard drive of the computer, not to the flash drive.