The example sketches included with the Arduino IDE are 'read-only'. That is, you can upload them to an UNO R3 board, but if you
change them, you cannot save them as the same file.
Since we are going to change this sketch, the first thing you need to do is save your own copy.
From the File menu on the Arduino IDE, select 'Save As..' and then save the sketch with the name 'MyBlink'.