Comment 19 for bug 95277

Dylan, for copy a file to this directory you need administration rights. If your user don't have administration rights you can not use the command sudo. You need an user with administration rights. Maybe this is your problem.
In Ubuntu, the first user you created should have administration rights.
There are a lot of places explaining it, for example:
http://www.freesoftwaremagazine.com/articles/users_in_ubuntu
http://ubuntuforums.org/showthread.php?t=586398