Newly downloaded version icon won't drag into Applications folder because I "don't have sufficient privileges" - what does that mean & how do I fix it?!

I opened a new window in Firefox, which was still open from last night. I saw the notice:
URGENT!
Your version of Firefox is no longer protected against online attacks.
Get the upgrade - it’s fast and free!
So, I clicked on the download which ran fine. At step 3, drag the Firefox icon to the Applications icon, a pop up said I didn't have sufficient privileges to do that.
What does this mean and how do I fix it?! Thank you,
Allison

You're welcome

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