The directory or file cannot be created." What's strange is that I am able to copy images and files to other folders on my hard drive as well as onto a CD/DVD disc. What can I do to fix this?

When you download files onto your iPhone, you can usually find them in the app that's meant to open them, or save your downloads to specific folders.

When you download a file onto your iPad, you need to specify where the file will go and note that location if you want to be able to retrieve it later.