If you're using a directory on a windows drive (No hardfile or real amiga HD) then make sure all the flags (ie read only, security settings) are correct. Don't have fxpaint but did have a similar problem once.. Not sure this was because the file was read only on the windows side or on the Amiga side.. Either way, check the tooltypes as well..
If that's not helping, maybe somebody else has an other idea.