The key difference: NSMutableDictionary can be modified in place, NSDictionary cannot. This is true for all the other NSMutable* classes in Cocoa. NSMutableDictionary is a subclass of NSDictionary, so everything you can do with NSDictionary you can do with both. However, NSMutableDictionary also adds complementary methods to modify things in place, such as the method setObject:forKey:.
You can convert between the two like this:
NSMutableDictionary *mutable = [[dict mutableCopy] autorelease];
NSDictionary *dict = [[mutable copy] autorelease];
Presumably you want to store data by writing it to a file. NSDictionary has a method to do this (which also works with NSMutableDictionary):
BOOL success = [dict writeToFile:@"/file/path" atomically:YES];
To read a dictionary from a file, there's a corresponding method:
NSDictionary *dict = [NSDictionary dictionaryWithContentsOfFile:@"/file/path"];
If you want to read the file as an NSMutableDictionary, simply use:
NSMutableDictionary *dict = [NSMutableDictionary dictionaryWithContentsOfFile:@"/file/path"];