You can upload files to any directory of your website you have access to.
Or, to be more exact, your average file upload script creates a temporary copy of the uploaded file in the PHP temp folder on the server.
From there you can copy it to any location for which you have the appropriate permissions.
If you want to see a few examples, try Google: http://www.google.com/search?q=PHP+uploader+script
P.S. You posted this in the (X)HTML forum. You need to do something like this using a server-side language.