You could posts pics from your unpacked games folder, including the sub folders inside. Or maybe some of the file attributes are broken (writable, readable...).
edit: Yeah, seems like a file attributes problem. Check this thread. It's about the Kickstarts Rom files for WHDLoad, but it seems to be the same problem.Unpacking the lha/zip archives inside Amiga emulation is always the best option to avoid such issues.
http://eab.abime.net/showthread.php?t=51181