This is a tricky question.
There a set of problems about file permissions. If you can this at the command line
$ sudo chown myaccount /path/to/file
then you have a standard permissions problem. Make sure you own the file and have permission to modify the directory.
If you cannnot, then you probably have mounted a FAT-32 filesystem. If you ls -l on the file, and you find it is owned by root and a member of the "plugdev" group, then you are certain its the issue. FAT-32 permissions are set at the time of mounting, using the line of /etc/fstab file. You can set the uid/gid of all the files like this:
UUID=C14C-CE25 /big vfat utf8,umask=007,uid=1000,gid=1000 0 1
Also, note that the FAT-32 won't take symbolic links.
Wrote the whole thing up at http://www.charlesmerriam.com/blog/2009/12/operation-not-permitted-and-the-fat-32-system/