Get your taxes done using TurboTax

So I had just started my return, and I want to save the file in the directory location where previous years' returns are kept. When I go to "File" and then "Save" on my Mac, I get the following message:

 

The document “Untitled” could not be saved as “Thomas Arthur 23”. You don’t have permission.

To view or change permissions, select the item in the Finder and choose File > Get Info.

 

When I go to Finder to locate the file (so I'll be able to change the permissions so I can save it), I realize it's not going to be found as it doesn't yet exist as a file. I've been using Turbo Tax for almost 20 years to do my returns, and I've never come across this problem before. What should I do?