Then I tried copying it in Text Editor and that worked fine, except it wouldn't let me save it to Libraries.
What am I doing wrong?
Using "it" when a noun would be preferred. What "it" are you copying in a text editor? I assume that you are pasting the code into a text editor, but it should not be necessary for me to assume anything.
Then, I assume that the second "it" refers to the text editor. If so, then the text editor is being perfectly reasonable, IF you don't have permission to write to the libraries folder. Note that the folder name should be libraries, not Libraries. The libraries folder must already exist.
There are two possible locations for the libraries folder - one for Arduino-supplied libraries and one for user-defined (or downloaded) libraries.
You haven't defined which of those two you are referring to.