Let's say there is a profile called "Jim" and one of Jim's save games is on a Memory Unit.
You want the save game to be under the profile "Bob" on the hard drive.
For most games to do this profile "Jim" must not exist on the hard drive or the Memory Unit
Log in with "Bob" and copy the file and it will ask you which profile you would like to attach it to.
How can "Jim" not exist on the MU or HDD? Profiles can only exist in one place at a time, so you can have your profile on your HDD and save games for that profile on the MU without the profile on the MU, it simply saves the profile ID. So you'll either have to use a 2nd memory unit to transfer the "Jim" profile too, or simply Delete the Jim profile from the hard drive (you also risk loosing all save games under this profile)
If neither the HDD or the MU have a profile with a matching ID then the system will ask you where to put the file... it's a loophole in the system and not ment to work this way at all.
There are games that don't work with this method.. game that are "profile locked" or "device locked"
Profile locks means the save game sort of bonds to the profile and must stay with the profile, also without the proper profile code the savegame becomes invalid. Dead Rising is one of these games.
Device lock means that the save game can only be created on one console and never copied to another console. Dead or Alive 4 is one of these games, there is no way around that.
The only way around the locks is to use the easier but more expensive method of modifying the files using the Xplorer360 application. To use this you'll need some way to connect either your HDD or MU to your PC you can build your own adapters or buy something like the Datel Transfer Kit.
There are also some tricky things you'd need to do to to get profiled locked games like Dead Rising working. This is the procedure: http://360gamesaves.com/forum/index.php?showtopic=2188
^That's the only way you'll ever copy a Dead Rising Save game...