Thanks - I've now got the 'take ownership 'shortcut - however, there's nothing to right-click on! As i said in my first post, I get a box telling me I can't save. Right clicking in My Videos does nothing.
Anyway, this morning I did a System restore and things seem to be OK - videos are going into My Videos.
Two days ago I upgraded my Nokia N95 phone by installing a Nokia program. It backed up my phone first, including the videos that were on it. Maybe that's what caused the problem. The System Restore got rid of the prog.
Anyway, I got a snipping tool replacement out of it ;-)
Thanks to everyone who posted.