Now my system has 3 disks: 1 window SSD, 1 Ubuntu on the other SSD, and 1 HDD. 2 system is dual boot setup. Everything and operation is fine (I still copy-paste normally from HDD to SSD) except copying files from Ubuntu SSD to HDD. The warning is "Could not paste file: Permission do not allow pasting files in this directory". I'm new on Ubuntu so please help!
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I faced the same issue in my laptop with dual boot of Ubuntu and Windows. From your description, I can say that your HDD is not writable. I guess that HDD you can't write is NTFS filesystem. Basically, Windows won't shut down completely when you press shutdown because of a feature called Fast Startup. For the NTFS HDD to become writable, you have to boot into Windows and properly shut it down by using Shift + Shutdown and then boot into Ubuntu.Your problem will be solved. Hope this helps. :)

Kalyan
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