How come I cannot delete files in My Documents on my computer running Windows 7?

Q: Had this problem for a while. I cannot save or write or delete files and folders to My Documents on my user name in Windows 7. But if I put it anywhere else, it works fine. I actually get an access denied or administrator message when I try to do the above actions. I am pretty sure if I do a factory restore that will definitely do it but I do not have an external hard drive to offload my saved files. What do I need to do? If you need additional information, please ask.