Rabbie, this is a database that baba78 says he created. Therefore, he would have the rights in question to create a file, modify it, etc.
baba78, we need a little more info, please.
What version of Access?
Is this a workstation at your office or a machine at home? OR a machine at your office for which you are the administrator?
What is the exact message and who issues it? Access or Windows? (You can tell by looking in the title bar if it is in a pop-up message box.)
How did you create the shortcut? Does the shortcut include a /wkgrp option in its definition? (Because a direct click on the DB's file icon does NOT include the workgroup specification for that file.)