Removing write-protection from certain files

Hello,

I have SimpleTech Signature mini hardrive of 500 GB capacity. I use this to store all my downloads and other files. But the problem I am facing is, only some files when I try to delete it will not let me do it and will come and say 'file is write protected' etc., I also tried to uncheck the write protection option from the file properties, still it will not let me delete the file and it just takes up space in my hard drive. And this happens to many of my files while many others still work perfect and will allow me to delete.
I checked all around google and simpletech support pages but cannot find any solution being discussed. But I noticed here many have found write protection successfully removed for pen drive as a whole, I thought I will ask my solution here.
Please help!

thanks
Sany