It seems like the Mod Manager doesn't have the right to modify that file/folder.
Did you try launching the program as an administrator?
That's often necessary when using programs that modify files protected with administrator rights.
I don't know if that's the case for you but apparently it also seems to happen when the files the Manager tries to edit are set to hidden.
Try going to the mentioned file, go in the properties and uncheck hidden.
If that's not the case or it doesn't solve the problem, the last option I can think of is uninstalling/reinstalling.
Are you using the newest version?
Anyway, I use NMM but I haven't encountered that error.
Actually... Check the file properties for loadorder.txt. It's a longshot, but because of where it's located it might, might, be marked read only.
Odd.
The file being marked read only was the only thing I could think of. Might just be a bug with current version of NMM though.
Do you have a copy of a older NMM installer?