uploading to WP "Contents" folder via Filezilla

Aloha!
I tried to upload some files to the “Contents” folder in my WP site via Filezilla and it wasn’t allowed.

I’m on an HP computer with Windows XP. I use Filezilla to upload to all my other non-WP sites with no problem. Just drag the files from desktop into the upload window of Filezilla and the go.

This time when I dragged the files over, as soon as I got to the window the “not allowed” icon shows up. (a circle with an X inside it)

What’s the trick to make it work?