We know nothing about your system, so this isn't going anywhere. And PS doesn't change permissions or any of that, that is something being terribly wrong on your system in the first place, even more so if, as indicated by the high alphabetical drive letter, this is an external storage device or mapped network drive. Again, you have to provide a lot more info.
I have this exact problem too. Windows 8.1 CC 2014 and all of a sudden I get the problems AIJ23 has. Say I have 8 files open, I save the first 3 or four, just with Control-S (saving in PSD format) no problem, then all of a sudden on the next save I get a message saying I don't have permission to save over the file followed by the same problems as above. I use Save As so I don't loose my work but I cannot delete/rename/change permissions of the original file. This only started happening about 2-3 days ago and only happens in Photoshop. I haven't managed to find much about this issue anywhere.
This hasn't been fixed, i'm also seeing this issue in Photoshop. No other programs generate this problem in files under Windows 10.