Hi,
The only way you can change the permissions on files from another users desktop is if your account has Administrator privileges. But if you have admin privs, you could simply browse to the user's desktop folder yourself and copy them to another driver your self and avoid the extra step of changing the privileges. If you cannot gain admin privs for some reason, maybe you can have the users log in, then help them copy the files to where you want to keep them.
Good luck.