"You Do Not Have Sufficient Priviliges"

Hi, I have a 250 gig removable hard drive and I am trying to move files onto it and it's giving me that "sufficient priviliges" message. I am running Mac OS X Tiger V. 10.4.9. What is the best way to get around this and if it involves the terminal, please explain in great detail how to do it cuz I am a Mac noob. Thanks!

Your drive is probably formatted in NTFS which macs can only read, not write.

Open disk utility, click the external drive, click erase and format it as Mac OS Journaled

Thank you for your response, it's working fine now. Much appreciated!