Can't Move Files to External

I've had my Macbook for just a month now. When I first got it, I wasn't able to move any files to my Western Digital External (that works with my previous blackbook) and my other external. It says The item '(item name)' could not be moved because 'System' (or other folder name) cannot be modified.

iWork 09 and Virtual Dj don't work either. I want to reformat the hdd, but I can't do that until I backup everything, which I can't do. Awesome. Anyone got any idea?

Edit: tried this link http://support.apple.com/kb/TS1402 but it didn't work.

I tried the second solution "Type this, followed by Return: sh /etc/rc" and my Mac said could not find this directory.

 

Nope, it's actually Mac OS Extended (Journaled).

I tried with a Seagate hard drive, Fat32, didn't work either.

Both hard drives work on my other Macbook