Two possibilities.
1 - The windows partition is set to read-only, which has to be changed from within Windows. What flavour of windows is it? If your using XP the file can be either FAT32 or NTFS. If FAT32, then the fix is simple, if NTFS it isn't.
2 - More likely, Xandros has mounted the windows partition as read-only.
2.1 - The simple fix is to copy the file to your Linux ~/home/ partition and work on it there. If the windows partition is NTFS, then this may be the only solution. I don't know how good the NTFS support is in Xandros.
2.2 - The not-simple fix is to open a terminal window, change to root using su, and fix the file permissions using chmod. I can give you detailed instructions if you want to try this, though if the partition is NTFS I would advise not.