That sounds like a HD error.  I would immediately boot into safe mode and run scandisk and defrag in that order.

This sounds very much like the error message you get when trying to delete files from a CD. This is obviously not possible. The easiest way to delete a file or folder is to right-click on it & select Delete.
You can do this in bulk by selecting the files/folders first. Be very careful not to delete anything important, especially default files. Deleted items will be sent to the Recycle Bin until you delete them from there. Up to this point you can retrieve them if you make a mistake.