Padlocked Files Only APPEAR In Creating Application?

I have downloaded CamStudio -- a video recording app -- which is doing something very strange. I would have thought it was CamStudio's fault, except that another app, an IDE, was doing the same thing yesterday, so I think it is something wrong with my setup.When I create a video file through CamStudio, it asks me where I want to save it. It does save the file, however the file will not appear anywhere EXCEPT inside CamStudio.In other words, if you are looking at the folder through the Save As dialog in CamStudio, the file is there, with a padlock icon. If you are looking at it through normal explorer, it will not be there. It's not a hidden file. It's not on a network. It doesn't matter where I save the file.You can see the file through CamStudio's Save dialog, but you can't copy/paste it out -- Windows just complains that the file is "no longer there". If you try changing ownership, you get an error message that the ownership cannot be changed because the file doesn't exist.But. It. Does.Command Prompt doesn't show it, administrator or not. /takeown doesn't work.I should note that I *can* get around this, if I run CamStudio as Administrator -- my file doesn't appear, but newly saved files are created as normal.But I really shouldn't be having to grant this program special privileges just to save a file.It's almost as if it's running CamStudio under a different user name, but there isn't one. This is a single-user machine (not counting the inactive guest account). I don't get it.