Huh, I've never used FreeNAS as a live CD, so I didn't realize it was read-only. Try creating a folder somewhere else. Another option would be to copy it over the network to another computer with sftp or scp.
ok. i booted into a fresh install of freenas, from the console i option 9. SHELL
i was able to create directory you specified but i get an error when i try to mount it.
error "mount: /dev/da1: Invalid argument"