If I recall, dta is one of the "protected" filetypes. Vista *will* take care of you. A couple of things to try...

try to change the attribute from the command line. Navigate to youre directory and use: attrib -r -a -s -h *.* /s /d

Another thing to try, rename the file to have a .txt extension. Then fix the attributes, then rename the file back to it's original name.

Whatever you do, when you get it working, please post the solution back to us. This is going to be an ongoing battle as we move into the brave new future.