By default, X‑Plane will install to the Desktop. Though it can be installed elsewhere (by clicking the Change Destination button), it is strongly recommended that it be placed on the Desktop so that the folder can be found in the future, and so it has correct permission settings. Check destination folder with read/write permissions or move your X-Plane folder to another location. You can read more about installation of X-Plane here and about file and folder permissions here.
You can also read more about problems when you move data over USB from a Windows 7 here.