Is there a little grey lock on the file?
If so, have you tried selecting the file in the Finder and doing "apple + i" or "get info". There is a check box in the window that it opens that allows you to lock and unlock files.
There may also be a permissions issue, which can be fixed in the same "Get Info" menu as the lock/unlock option.
You might also try going to Applications > Utilities > Disk Utility and click Repair Permissions on your hard drive.
Good luck.
