how to remove read only in a partition

I couldn't delete files on my hard disk because they are read only and say they belongs to root. I click on Alt-F2 to open a "Run Application" dialog box and typed gksudo nautilus. then I got permission to change them. But then it says "Couldn't change the permissions of "pics.exe" because it is on a read-only disk". Those files are in a partition. which is created in windows xp and those partitions are vive as folders which are read only. When I tried to change it it gave this massage "Couldn't change the permissions of "sda4" because it is on a read-only disk". Could you please help me to fix this out. I want to delete those files. Thank you very much for your kind attention and valuable time that you spend with my question.