couple of things to check:
1) Make sure that none of the files from the CSSMenuWriter directory are open in Dreamweaver or another application while editing the menu.
2) Make sure the menu.php, menu_ie.css and menu.css are not set to read only.
3) Have you enabled the Dreamweaver Check in/ Check out option? if so, you must check out the menu.php, menu_ie.css and menu.css before editing the menu.