File Sharing thrashes my files

hello there,

I have a strange problem with my file sharing. When someone drops a file into my dropbox, and I want to open it or move it somewhere, I get the message that it is already used by Mac OSX and therefore cannot be opened. But I never even touched that file before, so this absolutely makes no sense. It happens with small and big files of every type, but not always.
Even worse is that if I want to drag that file into another place like my desktop, I get the message that it is used by another program and if I want to move it anyway. I say yes, and I never see that file again - it fell into the huge black void of nowhere... The original file is deleted.

Any ideas about why this happens?

Thanks,
Peter