Perhaps you don't have Write/Modify access to the location where you have your data.
Try right clicking on the folder structure you keep your data in and ensure that Read Only isn't ticked and, if there is a security tab, ensure you have Modify access to that folder.
I've seen this once before when a user backed up his data to a CD/DVD then copied it back... however, since a CD/DVD is read-only, it retained that attribute.
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