me 2: can't copy, cut, rename, delete these

We downloaded some .rm files with a downloader to the
downloader's default folder, created a new folder in that
folder, then cut&pasted the files to the new folder, and
now the files will not open, and can't be copied, cut,
renamed, or deleted. How can we get these files back?

The error message is "Cannot delete [cut, copy, rename]
xxxx: Access is denied. Make sure the disk is not full or
write-protected and that the file is not currently in
use."

me 2: can't copy, cut, rename, delete these