Are you doing this on your own computer? -Do you have any folders og files write-protected, or protected by passwords etc?
In case its the writeprotecting thing, you need to rightclick the folder, select properties and uncheck the writeprotect box. In case its something else like shared computers with passwords etc, I don't have a clue. If its your own computer and noone else is using it, it sounds extremely mysterious. Could be comething fishy, like a virus or something. Try asking some of the tech gurus in "problems & help" they probably know better.