As erakun is indicating, your anti-virus software is blocking access to the file. You'll need to temporarily stop your Virus checker - the danger in doing that is if you accidentally double-click the file and run it (oops!).

To prevent myself from accidentally running the file, I add ".virus" (or ".Trojan", ".Worm", etc.) to the end of the filename. Rename the file BEFORE stopping your virus checker!!! That way even if you accidentally double-click the file, it won't be executed.