locked desktop folder

That's odd (I assume mark is your username, and 0000 in your example is the file you were trying to download).

Two things to try: One, open Disk Utility (in Applications --> Utilities), and run Repair Permissions on your startup disk. Won't hurt, might fix this.

If not, go to your home folder, click on the Desktop folder to select it, and do get info (file menu or command-i or right click and select from menu). In the window that pops up, look under Ownership and Permissions and see what it says.

It should say that You can read and write and that you are the owner. If not, select your username from the Owner list, and select Read and Write permissions for yourself, then click apply to enclosed items for good measure.

You may have to click something to "unlock" the permissions and/or enter your admin password, depending on what the current permissions are. I can't tell you exactly because I'm at work where I only have a Tiger Get Info window to refer to, and it's been changed somewhat in Leopard.