Pasting folder onto a disk on a USB key
By "disk on key", I assume you mean USB key?

Is your Disk on Key visible on the desktop? If so, can you right click on it, click Get Info, make a screenshot of it and paste it here?

If you don't know how to make a screenshot, click here

Then, edit your post and add the screenshot.



OK, from your screenshot, it appears your USB Key is formated in NTFS. Mac OS X can read it, but cannot write to it natively.

You have two options


installing MacFUSE and NTFS-3G.
Look here to find out how.
Backup all your data on your USB key and format it to a format that Mac OS X can read and write natively.
I advise you to use ExFAT, since both Windows and Mac (since 10.6.5) can write to it.
For that, use Disk Utility, chose your USB Key, select ExFAT, and format.


Don't forget to backup all your data before formatting!