What happens when you double click the file?
Were you able to change permissions from read only to read and write using get info ?
close the Keynote file, if its open you cant change permissions
right click the file and select get info
in the get info window, if the padlock button is closed, click it and enter your password to gain access to permissions
click on the drop down menu and select read & write
post back to confirm how you got on
OK I understand what is happening.
A security setting is in place to prevent editing, you can view the file but not make changes.
As keynote does not have the ability to open password protected files it is preventing the file from being opened.
The only way to open in Keynote is to change the original Powerpoint file from protected to unprotected. You will need to obtain the security code from the person who created the pesentation.