Access denied-Video disappears

I need to save a new version of my video. I am denied access to the file (I am the owner, administrator, only user on computer). I try to change the permissions by right clicking the file>properties>security> etc. Then, when I attempt to resave the video--the original has disappeared! A search on the computer tells me that the shortcut to the video is gone...How does this happen? How can I keep this from happening? How do I get rid of "permissions" forever? I am using Vista 64.