If you are running Windowa XP and looking to run chkdsk on your C: drive Windows will not allow it to run beacuase many system files are in use by Windows. You should be given an option to run a disk check at next boot up. Click OK and when you reboot chkdsk will run before XP loads.
Have you been previously able to carry out a chkdsk? If so have you installed any programs since the last time you ran it which may be causing the problem. I seem to remember about a year ago that the then current version of Zone Alarm prevented chkdsk from running. I think it was version 5.5****. If you have an older version of Zone Alarm it might be worthwhile downloading the latest version.