Access denied when installing ZX Spectrum roms

[tyrell]

On your USB drive, did you create the directory named Z80?  If so, then I would guess that's the problem.  Just put your files in the zxspectrum directory.

Yes, it indeed looks like no directory can be created under the different directories which are in "roms".
It's a sad limitation, because it would be easier to sort files based on the first letter (A directory => roms beginning with A).
But that's ok, I can live with it