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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.

Update:

Jerry, I'm somewhat familiar with the concept of persistence, but haven't seemed to be able to get it working yet, and it's frustrating. I first used a live-USB creator called Unetbootin and designated at least a few hundred MB for what I later learned was persistence. But I made the mistake of trying to update Linux Mint on the flash drive, and I may have messed it all up. At about the same time I decided I wanted to put *multiple* distros and utilities on one drive (evidently unlike Unetbootin), so I began searching for a program that could do that for me without my having to learn too much. I first explored XBoot but learned it hadn't been updated in a while, then used YUMI. The latter worked beautifully to create a multiboot flash drive, on which I included the two distros I mentioned at the top, Hiren's Boot CD, a couple of antivirus rescue disks and more. I feel pretty sure that when I was setting up the Mint install, I was offered persistence and designa

Update 2:

oops... didn't finish...

designated 2 GB of space to the 32 GB hard drive for just that purpose. But whether I'm in Mint or in Pinguy OS, I can't seem to save anything except to the hard drive.

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