Failed to open the response file

I've created a pdf file that I am emailing to clients to fill out and submit back to me.  When I recive a response, I double click on the form received and I get a box to add to my response file.  The location for the suggested response file is correct so I hit "OK" instead of "Browse. . ."  But instead of adding the data to the response file, I get the following errors:

- "Failed to open the response file: . Detailed error: Access denied."

- If I click "OK" on the first error, I then get "Failed to add the returned form to the response file C:\[Correct response file locaion]."  And again, the location indicated is correct.

As a workaround, if I already have the response file open, or if I select "Browse . . ." to choose the exact same location intially suggested to add the response file after double clinking on the submitted form, I have no problem adding the data to my repsonse file.  So why do I have the error indicated above when I simply hit OK to add the response data to the correct file location instead of browsing o the same file location?