It is case-sensitive, e.g. "MyDocs"
Also, in regards to the "Not permitted" error, your memory card is likely formatted as FAT32, which IIRC does not support any of the standard UNIX permissions/ownership. It's probably safe to ignore that error, unless it makes the installer die. Unfortunately, I have no familiarity with the package you're talking about, so I don't know if I can do much more for you.