Item cannot be modified

I am trying to copy some files from one external hard drive to another. But when I try to copy something, it says:

Item "xxxx" cannot be copied, because "xxxx" cannot be modified."

This is from a hard drive I was using in Windows if that matters. What can I do to move these files, I was hoping to format and use the one hard drive for time machine.

Thanks

What are the file systems on each hard drive? I'm guessing one of them is NTFS, which would explain why OS X can read from it but not write to it.

That was it, the one drive it FAT32, but the one I am copying to is NTFS.

Thanks