It is the standard "You need administrator permission to make changes to this file" error about files on the C: drive.
Here comes the fun part:
1. I am an administrator
2. I have disabled UAC
3. I have disabled Admin Approval mode
4. I am the owner of the entire C: drive and all its subfolders and files
5. I have full control (read/write permissions on all)
But, wait... there's more!
I am not actually making changes to any files, this prompt pops up when I am copying files from the C: drive to a USB. And it happens for *.tmp files and some long-ass named system files, like volume information types of something.