If a GetGnuWin32 folder is copied from a read-only network share to a local drive it's possible every file will be copied with the read-only attribute. This will make operating GetGnuWin32 impossible. This behavior has been observed when copying from a VMWare shared host folder that is flagged read-only to a guest. VMWare shares a folder flagged as read-only by representing every file with the read-only attribute, and consequently this is the way they are copied to the guest.
No files/folders in the GetGnuWin32 directory tree should be read only. A fix for this issue is to first switch to the GetGnuWin32 directory and run this command:
C:\Documents and Settings\Administrator\Desktop\GetGnuWin32>attrib -R * /S /D
I will probably add something similar through the update mechanism once I have tested it thoroughly.