How do I set an external HD permission to read AND write?

I received an iMac for Christmas and need a little help.  I have a 2TB external HD that contains .shn and .flac files of GD concerts (and other music).  I managed to find Cog that will play them...but what I want to do is download them and move them upon completion to the external HD.  I can not do this because the HD is read only.  I can move stuff to a SD card because it is read and write.  I assume when I change the permission I will be able to move the folder of a show to the HD as well.  Surely this is simple...  Thank You and sorry for the dumb question!

Your external hard drive is likely NTFS formatted for use with a PC.
OSX can read but cannot write to NTFS formatted volumes. You can install software that allows writing to a NTFS drive, as Niel has suggested, or you can reformat your external drive using Disk Utility for use with your Mac.
If you decide to reformat your drive for Mac use, copy your data off to another drive before you proceed.

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