I am running Ubuntu 13.04 and am trying to create an .sh file for conky in /usr/bin using gedit. When trying to save I get the error dialogue:

Could not save the file /usr/bin/conky-start.sh
You do not have the permissions necessary to save the file. Please check that you typed the location correctly and try again."

From searching, I think I have to run a command in terminal to allow permission, but I couldn't find out what that is.

Edit:
I'm trying to create the file conky-start.sh, not change or run it.
Thus far, I've opened gedit, copied and pasted some required info from the net, and I'm trying to save-as /usr/bin/conky-start.sh

Perhaps I need to create the file first in terminal, then edit it?

How would I do that?