The file probably came from a CD. You should be able to make it a normal file by using File > Save As
Otherwise you can change the "Read Only" setting on the file if it is stored on a hard disk or flash drive. Navigate to the folder where the file is stored. Right-click on the file's icon, and select Properties from the pop-up menu. Remove the checkmark from Read Only, then click OK. Note that you can only change the Read Only setting on a file that is stored on a re-writable medium, since the changing of the setting needs to be written.