I had this problem quite a bit. Get a removable hard drive from a colleague friend, reads fine on the Mac but try delete or move files? Nada.Turns out, for us non command line junkies that Windows' latest file system, NTFS, is readable but not writable on our beloved Mac OSX.
Never fear - a quick bit of Twitter research yielded the following results. Thank you kindly to the respondents...
GeekRebel: @woganmay @andyhadfield Mac can write NTFS with this very nifty fix: http://macntfs-3g.blogspot.com/
WillemvZyl: @G_Masta @woganmay @andyhadfield @stii Actually, Mac can write to NTFS, just follow these instructions: http://tinyurl.com/ntfs-macosx
Igitur: @andyhadfield Try this maybe http://code.google.com/p/macfuse/
Those are the links...
My personal favourite was from Wogan May. I learnt my lesson a long time ago. You don't sudo with shit you can't unsudo. (For the glazed eyes out there - Sudo is an extremely powerful but extremely dangerous command line function for performing bad things at a super user level)
WoganMay: @andyhadfield Maybe if you launch Finder with root permissions, or use "sudo rm filename.doc" in the terminal?