No permission to run this file or can't find the path

All:

Let me start by thanking everyone who helped with my remnants of Avira thread a while back. In particular, thanks to Kestrel13, Earthling and OMA.

Here's my issue of the week: suddenly, I can't open (or run) software I have downloaded or pictures I have been sent. The error window says either it can't find the path or I don't have enough privileges (or permission) to run/see the file. I'm the only user on the computer, where I'm running XP SP3. The problem seems to have started recently, following the installation of the newest Internet Explorer. Other recent changes also include: a)removal of AVAST!, b) removal of Tall Emu On-Line Armor and return to Windows Firewall, and c) installation of VirusScan Enterprise (I know it has its critics but it's easier to administer by a layperson like me).

Any input will be very appreciated. Also, would the new IE have anything to do with the fact that, suddenly, windows seems to have "found new hardware" when everything has been sitting there for a year?

Thanks in advance.

A.