Windows 7 - Cannot remove read-only attribute
You will always see the Read-only box blue filled in the General Tab of the file properties.
The full situation is explained here: http://support.microsoft.com/kb/326549
This is an extract that gives the general idea:
Windows stores file and folder attributes in the file system with the file and folder name, extension, date and time stamps, and other information. The Read-only check box for folders is not available because it does not apply to the folder. You can use this check box to set the Read-only attribute for files in the folder. However, you cannot use Windows Explorer to determine whether a folder has the Read-only and System attributes set. To determine the attributes that are set on a folder, or to change these attributes, you must use the Attrib command at a command prompt.
I'm not sure what exactly is causing your problem but what you are describing in the folder properties is normal.
You could try probably right-click on the file go to properties. Then click on Security tab. There you can fing rules for System, owner, groups etc. So you could try change the read-only property there.