How can I copy files from my Mac to my external HD?

I just bought a MacBook Air. Now I want to copy some files from my Mac to my external HD. And I cannot do it. Maybe the problem is on the authorization. How can I fix it?

what format is your external drive in?  if it's on a NTFS format - it become read only.
format/erase your external drive to exFAT if you share this drive with a Windows PC.
If you're not sharing this drive with a PC - then format it to Mac OS extended journaled.
use disk utility to do this.
before you format your drive - make sure whatever files you have in it are backed up.

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    http://support.apple.com/en-us/HT201562
    Take it easy,
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