Hi Matt!
This is IcemanKo70 from Brazil.
I just got exactly the same problem as you've described.
Actually I've contacted Apple Support down here in Brazil and runned the following steps:
1- Run Disk Utility app (user/aplications/utilities/), select hard disk and run VERIFY DISK PERMISSIONS
2- Afterwards, nn the Disk Utility app run REPAIR DISK PERMISSIONS.
Well I did it and in my case no success.
3-Restarting system keep pushing left SHIFT buttom to run MAC OS on SECURITY mode and do the same steps described above.
I've had no positive result.
Finnaly I was advised to find out file: com.apple.finder.plist at user/library/preferences
At this point, in my case, I couldn't find out
4-Well restarting MAC OS pushing buttons COMMAND+R you will see that you can reinstall MAC OS LION
I did it
NO FIX AT ALL. I still have the same pop-up message as like yours and accepting to delete the arquives, files go forever.
So I'm figuring that this is a system bug. Futhermore I have 3 users on my macbook pro just one of them is showing this problem.
Please let me know if one of the steps I described above helped you. In addition, whether or not you have any info on how to fix it.
Thank you