You got the message because the file you were trying to add new data into is a built-in file - it comes with the software and marked as locked (it has a little lock icon next to its name to denote that). You cannot add more entries into a built-in locked file; you can only delete entries from it.
However, you can create a new file and add as many entries into it as you wish. You can also create as many file as you want; there is no limit in how many files you can create.
So please create a new file and add your data into that new file instead.