It's probably hidden files that are critical to system operation, or otherwise locked for good reason.
But you really don't need to defragment. While it's true the hard drive is the slowest component of your computer, its fragmentation level isn't the problem. The rate at which your hard drive can communicate with the rest of your system has remained constant, while every other component has gotten faster. Even with perfect fragmentation -- where every bit of data is directly opposite the next bit in the sequence on the drive platter, which is impossible without intentional intervention -- your drive's performance is limited more by this slow link to the rest of your system.
Defragmenting is kind of like overfilling your car tires to improve gas mileage. It works, but the thing that effects fuel economy the most is the aerodynamics of the car design, something you have no real control over. And just like air will naturally leak out of a tire over time, so will the negligible performance gains from defragmenting, which never amount to anything close to the amount of time you spent defragmenting.
I defragment about every month or so. Well, In the past three months every time I defrag it will come back with a message that says " Some files on this volume could not be defragmented". Blah Blah Blah. So, Naturally, I click view Report. And in the Files that did not defragment category, there is nothing there. I don't know what could cause this. Any ideas or solutions?