As I said before, it seems like Terminal Emulator has some limitations too? I don't know if I was doing something wrong, but I could not get Busybox from my SD card to /data/local. I tried everything. Even as su, cp or mv couldn't get it over, and it didn't change anything if you chmod 777 /data.
I think Terminal Emulator is a lot more convenient, but I guess you gotta use ADB for some things.