File Header and Unable to Delete Errors

[Imp]

So we know what the problem is as has been said twice now.

as someone said if you accepted default install to programs the system could be hiding the files

This is exactly what you just said you did & why it does not work, the system has lost track of the files unless accessed through its parent program, in this case MBT.
You are trying to move ghost files.
There is a sticky thread explaining it all MBT & Vista applies to Win 7 to if you want to read it but in a nutshell.

DO NOT INSTALL ANYTHING IN PROGRAM FILES & you wont have any problems.
Exception is security stuff like anti virus firewall seem fine in there some might be better

Reinstall anywhere else & it will work fine.

I could give you the work around to switch off what it does but the easy solution is in capitals above just make a folder called games or something & stick it in there.

In the unlikely event this does not work you have a disk problem & need to run diskcheck as have already said.

Try deleting or moving a saved game using explorer or whatever you use or for that matter a word document you created if words in program files.
You probably cant because its a ghost not the real file.