Error Message

The files (and directories) in Linux have premissions and ownership. This protects the system (from you and others :) and protects your data from other users when you are in a workstation that has many users (check this out by right-clicking on a file and look in the "Permissions" tab on Properties).

You generaly only have access to your files, which are located in /home/"your login"/. ( for more info google for linux file permissions or check out some of the guides in www.tldp.org )

How does this solve your problem?
You only have read and execute permissions in /usr/bin/ directory (not write). To copy a file there you have to do it as root, a "special" user which has complete access to all of the files. You can do this from the gnome-terminal like this:

sudo cp myfile /usr/bin/

You will be prompted for you password, and then the command will be executed. The sudo command allows you to execute commands as root. If you're not a terminal fan (you should learn to be... :) you can open a terminal and run

sudo nautilus --browser

This opens a browser as root.

---> And now, a borring advice:
Be _Very_ carefull with what you do as root! You can easily currupt you instalation. If I don't know what a file is/does I don't touch it. If I really want to mess with it, try to find out what it does first and _always_ make backup copy, to minimize the damage...

Your friend, the gnome-terminal:
Try these:
     man man
     man chown
     man chmod
     man sudo
     man ls
     man cp
     man mv
     man rm
     man rmdir
     man mkdir
     man pwd
     man ln
     man -k <some word>
            This finds commands related to <some word>
            e.g. man -k copy

That should cover the basics. You'll learn more as go along. Linux is very well documented.

Sorry if I was too boring, by I felt like giving you the "grand tour".

Have fun! :)

Wow... this is full of typos.
Sorry about that.

Thank you Filipe for the info. I will take a look.