Have a laugh, and then tell me the answer

Blitz3D Forums/Blitz3D Beginners Area/Have a laugh, and then tell me the answer

I've downloaded that excellant tutorial by J-man (the 3d crash course). My problem is, every time I try to load all the elements into one folder so that I can mess with it and learn, I can't do it. Apart from buying a computer in the first place, what am I doing wrong? sorry for being so thick.