to some other location, eg the Desktop, then rename it.

Vista uses "Junction Points" (like shortcuts), for the XP common folders like My Documents, My Pictures etc. Those folders don't exist in Vista so these Junction points are virtual, and point to the actual location in Users.

If the file you are trying to rename appears in one of these legacy folders it doesn't really exist, but the proper file can be accessed when you attempt to open this virtual file. But doing anything else may cause that error message. However, I have found that I can move such files, and then perform actions on them.

Hopefully that will work for you.