A burned CD-R is, by definition, read only and all the files on it have this attribute set. When you copy them back to your hard drive, you have to change the attribute back to read/write.
You can do this from a dos box, but the easiest may be to highlight all the files and, whilst still holding down the Shift or Control key, right-click on one of the files. Click Properties and untick the Read only box. Click on Apply, then OK.