You might look and see if the file or its folder is read-only.
To do this first note the location of the file mentioned in the error message (if the path to the file is not given, find it by doing a search for it).
Then open Windows Explorer by right clicking on Start and selecting Explore from the popup menu. Find the file, right click on it, select Properties from the popup menu, and check to see if Read-only is unchecked.
Do the same for the folder that it is in. Folders are always shown as Read-only in Windows XP so if you uncheck the Read-only attribute, it will just reappear the next time that you open the Properties box, but I have found that it works to uncheck it once (even though it does recheck itself).