If you do not have permission to modify the files on those drives, Windows 7 will give annoying errors like this. If isn't terribly difficult to fix, but it can be a nuisance at first.
Right-click the folder that contains the documents that are giving you permissions issues (or the whole drive if all that's on there is documents, don't do the whole drive if there is an operating system on it), and click "Properties". Go to the "Security" tab. Select your username (it will look like > Users (Name-PC/Users) < ), then click the Edit button. Again, choose your username. Now, in the bottom window under the "Allow" column, check the box that says "Full control". Apply > OK > Apply > OK
Now see if you have the permissions to modify the files.