I found out throughout time that the reason this occurs, at least for me, is when I am managing files on a different drive or partition.
Windows 7, for some stupid reason, denies me, the administrative user, write access to my OWN partitions and drives on the same computer that aren't "C:". So any time I want to make new files or even have installed programs on said drives be able to save data, I have to first give my new folders write permissions to myself. If you are having trouble with this, right click the folder in question, go to security tab, pick the 'Users/YourUsername' group and give it write permissions.