Sounds like you're definitely using pc Windows. My bet is these particular files are music/video. And chances are they are Windows Media files or m4a files. I bet it's WMP attempting to open them but you lack the right type of codecs & you receive permission error messages. Since you haven't told us much, such as whether it's audio/video I can't really help much except to try to get some xtra codecs. Get GSpot.. it's free, just open the file in GSpot & it will tell you what you need to play a certain file: http://www.headbands.com/gspot/ That's the problem with WMP & WMP files, they can be copyrighted & may force you to get xtra codecs. Do a search on the forum for codecs & you'll find places to get them. If it's a video file, you can try an alternative player such as VLC: http://www.videolan.org/ if it's an audio file you can also try an alternative player such as http://www.quinnware.com/ & do a search on this forum for free mp3 players. If it's an m4a file try Winamp 5.02. Hope this helps.
I forgot to mention it's best not to try & launch non Audio/Video files using LW.