Windows cannot access the specified device

After running my AVG antispyware program on Windows XP, I am getting the message “Windows cannot access the specified device, path or file. You may not have appropriate permissions to access the item” when I click on most links. For many, I can right click on a file and get the program up that way. There is no “UNBLOCK” button when I right click on a file as I have read in many other threads. How can I fix this?

Thanks Rick.
I was advised to use System Restore. I cannot use this feature as it also gives the same error above when clicking on the link. I also put in my Windows XP CD and clicking on the link to reinstall Windows gets me nothing, not even an error message. Any other Ideas?