it happens when burning a cd... if the cd is not rewritable then it will always be read only as any changes can not be burned back to the cd. you must save a copy on your local hard drive to change it. and like Eric said, if you right click on that file and select properties... you can uncheck the read only tab.
if it is a rewritable disk, there could be something in the settings of the cd burning software you are using that sets the files and or disk to read only... check there, if the problem continues you may just need to follow Eric's instructions... networking the computers has many advantages.
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