Your Operating System is barring changes to the file.
Make sure that the file is located on your Hard Drive in a location where you have Write Access.
Make sure that the files are not set as "read only".
Make sure that you aren't opening the files from inside a compressed archive such as a zipped files folder.
If all else fails, drag the files to your desktop and see if it makes a difference.
Thank-you very much. Dragging the files to the desktop worked instantly.