Another solution we found is the you can not use '/' in the name of your file. It will allow you to save it on your mac, where as in Windows it says you can't use the character / (backslash) however once you save it and reopen it on a mac, it will be read only....
I've had this problem and found that saving the file in Excel 97-2004 Workbook (xls) format cured it. The file I had this problem with had a date (m/d/yy) included in the file name. Removing the date also worked, but that wasn't a good solution for me.