Problem with access permission for SD-card

I run Windows XP and Vista HP in dual boot mode.
From a folder, which was created under XP, I have copied files and folders
to the SD-card in my integrated cardreader.
These data I can read.
Now, when I open e.g. a word-document, work on it and want to save the
changed document back, I receive the following:

First message: Word cannot complete storing the file because of a permission
error.
Then I klick to leave word, an the following appears:

Do you want to save the changes in ~WRL0001.tmp?
I klick no and then again leave word.
And then the last message comes up: Check the diskette drive for the correct
diskette and whether it is locked.

Please, any help for this problem?

Thanks in advance

Hedy Keller
(messages translated from german Vista)