Windows 7: Windows 7 File Saving Error

So, I'm not completely sure if this has been happening the entire time I've been running on 7, or just the latest build, but it's been going for a while now. I've just been dealing with it, but now it's getting very old.

So, whenever I try to save a picture, or video, or anything like that online. When I click save as, and then name it what I'd like. When I hit save I get an error, and then I hit save again and it asks me if I want to replace it. So I hit yes, then it saves, or downloads the file.

Here's what it looks like.



Error:
C:\Users\Gunther\(My Pictures, My Video's) (Anything I try to Save) Anywhere I try to save to.. Pics, video's, Music. attachments or anything.

You don't have permission to modify files in this network location.

Contact the administrator per permission to make these changes.

So when I'm on a site and I want to download a video clip I right click, hit save as like I always have then I name it what I'd like and save where I'd like it to go. and that is the error I get. So I hit ok, and then hit save again and it asks me if I'd like to replace, I hit yes and it downloads with the name I give it. I just don't understand why I'm getting this error.

Any idea's would be greatly appreciated. oh and I'm running 7201 til RTM goes to technet.