Well, you might want to save the file in your home directory instead of
the partition where you apparently don't have write access.

If you were expecting that partition to be writable by you, then you'll
want to find out what's wrong. Have you ever written to that particular
partition from that computer before?

How did you mount the disk? manually or automatically? what is the
filesystem type? For further support, please do a long listing of the
/data partition which will show the ownerships and permissions, and
everything should become clear at that point.