Your windows partitions are probably owned by root. To change that, make yourself root in a terminal with sudo or su -, and assuming the partitions are mounted under /media, use this command to change ownership to your user:
chown yourusername /media/nameofwindowsdirectory
Alternatively, launch a file manager like nautilus or pcmanfm as root and use its properties/permissions gui to change ownership from root to you.
File managers are a good way to get acquainted with the structure of your filesystem. Use list mode rather than icon mode and you will quickly learn where everything is located. Be careful if you do this as root - it is very easy to bork your system. Make sure you have safeguards working, like a popup box that will ask: "Do you really want to delete the / directory?"