are you putting it onto a CD-ROM or a memory stick? I only ask because these are on different drives in your computer.
When I do this I put the stick or CD in this computer, open the document on the computer then click "Save As". You can then search for the drive where your storage is, D or E or... one of mine comes up as L drive, and save it there.
(I always save it back to the computer afterwards too, as if you click on the list of latest documents the next time you come on, it may otherwise be looking for the disk which may not be there that time if you have taken it out.)