The shortcut arrow could indicate that the files are actually located outside of your Documents folder. If this is the case, you may not have permission to access the folder they are in. This may sound strange, but it is Vista's way of providing security for systems with multiple user accounts. What I suggest you do is right click on one of these files with the shortcut icon and check the properties. Find out the physical location the shortcut is pointing to. You would then need to make a change to the security of that folder, not the Documents folder.