Files are locked (write protected)after downloading

Thanks Kvenna. I found it's not the camera settings and it is definitely something in Nikon Transfer 2 or ViewNX 2. I tried a card from my camera in another Mac with Transfer and View NX. The problem didn't exist. So it must be Nikon Transfer or ViewNX settings on my Mac.

Very strange. I couldn't see anything in Transfer that switched this on / off. I'll have another look.