You mean Nautilus (the default window manager), right? If so, follow:
press ([Fn]+*)[Alt]+[F2], a new window called Run Application will pop up
paste "gksu nautilus /lib/firmware" (without quotes) into it, press [Enter]
(or click on the Run button), then confirm the command by entering your root
password. This will bring you a new Nautilus window that has root privileges
copy the two downloaded files (htc_9271.fw, and optionally htc_7010.fw) in
the newly opened Nautilus window, then follow the procedure as described in
my previous comment
* on Apple Keyboards