Why do I need permission?

I have a brand new laptop running Windows 7. I am trying to unpack a font that I downloaded as a zip file. I saved it to my desktop and now am trying to copy and paste it into the font file. I keep getting the error message that I don't have permission to do this. I am the only one set up to use this computer, why don't I have permission and how can I change it so that I do? Thanks, as always!