I ran into something like this with MacDrive. In older versions of MacDrive (version 8, on WinXP) SD2 files could be moved around just fine even to NTFS drives, no issue with permissions either. Then I upgraded to Win 7 with MacDrive8, discovered that in this case if I even so much as TOUCHED an SD2 file to do anything other than reading the file, the resource fork would become destroyed and the file useless, but there were still no permission issues.
Then I upgraded the MacDrive 9, the problem persisted and after some pleading they give me a registry update to test out. I ran it, and the Sd2 problem was solved, they could be moved anywhere and the resource fork was fine. But then sometimes I would run into a permissions problem when copying files from one drive to another - this was new. After some troubleshooting with them we discovered that when the Sd2 fix was applied, it disabled Zone management (e.g. handling files which are flagged as originating from somewhere outside of your computer drive, hence permissions management problems). They sent me a registry fix to un-toggle it again, and the Sd2s were problematic but the permissions fixed. So in the end they provided a set of registry 'toggles' to allow me to switch between the modes as needed, between needing SD2s to function correctly versus having no permissions issue. It was only some files that kicked permissions issues, and going into the Properties and clicking 'Unblock' would fix it from even happening whether the fix was applied or not. The catch is though that there doesn't appear to be a folder-level/batch Unblock control so you either need to have Zone management function properly or hand-find every single file which needs to be unblocked. Hoping to get these SD2 converted then be able to re-enable the Zone management so permissions are never an issue. Until then, I have to toggle between the two MacDrive modes. If you have MacDrive and suspect this could be a cause after seeing if Shaun's comment does anything to fix it, I'd be happy to send the registry toggles you're way to give it a shot (they're for v9). Based on what you provided for info, I'll bet Shaun's answer is the one the go by.
Just my 2 cents though given that this is the only permissions issues I've run into on Win 7. Can't say I've ever seen green filenames so my comment may not even apply.