a question about downloads?

[Karen Lewellen]

Hi folks,
 its one of those os-x ones, not necessarily a vo one.  My assistant uses 
safari on her laptop, and occasionally I have asked her to download a 
file and bring it to me on a cd, say for another platform.
while she has no trouble downloading the file or program, she seems to be 
unable to drag the file or program to the blank cd in her machine.  We have 
had this with both mac and windows programs, with compressed archives as 
well.
She does not have this problem when she is say getting things from a ftp 
location.
Is there an extra step we may be missing, or is os x sensitive to programs 
that are not meant to be used in the system?
Thanks,
Karen