Andres,
Go into Windows Explorer, find the folder that all the files are in.
Right click on that folder, go down to properties in the little window that pops up.
Click on properties. In this window uncheck read only.
This will change the attributes to all the files in this folder, unless it is a system folder, such as My Pictures, in which case you will have to select all the files by using ctrl A. Then go to the first file that is selected, right click, go to properties and uncheck read only. This will do the same thing.
This should allow your changes to be saved to the photo.
Anyway, that is the way it works on mine with Windows 2000.
Hope it works for you.
Rich