Are you a root user?

You could do a copy from the command line, or sudo nautilus and then do the drag and drop with that.
It sounds like you are trying to drag into a folder that your current login is not elevated enough for, you could also sudo chown <username> <path> if you want and it wont then give you the problem.

EDIT:

I would think so - I installed Ubuntu and I use the account I set up while installing Ubuntu!

No you are not root, you are whatever your username is, root is root. Most distro's do not log you in as root by default, it is discouraged due to how you can mess up your system pretty bad.

You have to set it to be root. Its probably just admin right now.
You can either try doing tit in the terminal(I don't remember how right now. ask on the ubuntu help channel) or make yourself root. If you make yourself root you should use a different account for most things. You could also make a new root account. up to you really

Do not make yourself root, you could mess up your system accidentally, use one of the methods I gave you, they are much safer.

I can't access any files on my desktop with that program.

which program?

Never mind I used the sudo nautilus program at first I thought it wouldn't do what I wanted it to do but now it works. Thanks guys!

ah ok np
sudo nautilus is just running your folder browser as root. Be careful not to delete things you shouldn't though.

OK and where can I ask for help about VICE? Anywhere on this forum?

Well I'm not sure if anybody has used it, but I think this subforum would work
I'll move it myself if another subforum fits better.