I think I found my own answer!
I just read something about running command prompt as administrator!
If I right click on the "Command Prompt" icon from Accessories, there's "Run as administrator" vs. just plain "Open". Running as administrator let me create and copy files in C:\ drive's root directory and in Windows created directories.
Now.. only if I can set clicking on the Command Prompt icon to execute the "Run as administrator" as default instead of "Open" and have it start in the folder that I specified, that would be great...