The method or operation is not permitted.
I assume this is a permission's issue, but I can't figure out where I would change it. It is strange because I can rename an index with no issue.
EDIT:
If you're looking at a table, and you see "Columns, Keys, Constraints, etc.", this is under Keys, and it is the system name that I presume SQL is using to identify the foreign key name I gave the column.