OS X prevents you from copying files and folders to the root directory or your "Macintosh HD". It prefers you write files only in your user directory to prevent accidental file deletions, overwrites, etc.
However, if you have a file or folder on your Desktop, and you are an administrator on the computer, you can copy the file using your super user privileges.
Simply open up the Terminal application. You can use Spotlight to search for it or go to your Applications folder, then Utilities folder.
Once in Terminal, you'll be faced with a prompt.
Run the command below to put the file or folder in your root directory. Put the name of the file or folder in place of "FILE".
sudo cp -p Desktop/FILE /
Press the return key. You'll be prompted for your password.
sudo is a command to provide super user privileges.
cp is copy.
-p means to preserve the file owner and permissions.
If you are required to change the owner or permissions of the file, you can run a command like
chown change owner or
chgrp change group or
chmod change file permissions.