It’s not possible to write the file.

The disk is locked. To unlock it, cover the hole in its corner by sliding the little tab.

The disk or volume is locked. If it’s a floppy disk, make sure the hole in its corner is covered by the sliding tab.

The file is not open.

The file is locked. To unlock it, select it in the Finder, say Get Info, and uncheck the Locked box.

You can’t do that across the network.

The destination disk is full. You’ll have to delete some files or select another disk in order to make it fit.