Windows XP Permission Error: Windows cannot access the specified device

I am running Windows XP on which I have FlashGot software application installed on. I got the software installed just a few days ago. From the time I have installed this I have been getting this error message now and then on few files.
Yesterday I tried to open .exe file on my machine and it came up with an error message:
Windows cannot access the specified device, path, or file. You may not have the appropriate permissions to access the item.
Do I have to install something to get rid of this error message?
