I was able to reproduce this. This appears to be an error with the Resharper 4.5 plug-in. VS 2008's /Tools/Options/Documents has a checkbox for Allow editing of read-only files; warn when attempt to save. This had no effect, after I took this steps you outlined.
What I noticed at first is that I was not able to edit a read-only file after clicking these buttons you mentioned. I was able to indirectly edit a read-only, through refactor/rename, after I went to Resharper Options/General and checked Always show error dialog when exception occurs.
I have reported this as a bug to Jet Brains.
Blanthor
2010-02-25 04:42:10