Problems with desktop

Hi. just got a new mac and seem to be having a problem downloading. every time i try to download something from my web browser i get a message saying-
/user/mark/desktop/0000 could not be saved because you cannot change the contents of that folder

I've tried changing the designated folder but to no avail. i have no clue what to do. any help would be much appreciated
thanks
mark

Have you tried repairing the disk permissions?