This probably means that you dont have write access to the destination folder.
Change the permissions on the folder, or import to a folder you have write access to.
Thanks for your input, I tried this option just last week, all was well and has been for years till I downloaded Win10 now I can't import, I've gone back to Win 7 and find I have the same problem.Steve.
Most likely Win10 changed/updated some of the permissions on your hard drive.
Use File Explorer to see what the permissions are on your destination folder. You need READ and WRITE.