Are you opening the files from a CD or from a zip archive?
They will be unmodifiable until you copy them from the CD to your Hard Drive or extract them from the zip archive.
I downloaded them, unzipped them. I moved one on to my desktop and can modify it. When I opened it from the series and saved a copy in a different folder, I couldn't modify that one.
I would check your computer's user account permissions and see if they are corrupted for your user account or at least for this folder where you can't modify the file. (Try saving the copy to a different location such as your desktop and see if that copy can be modified.)