Access is denied when attaching a database

Thank you for all of the comments. Some of you helped to lead me to the answer. Here's what I found:

It was an NTFS permission problem, and not a SQL problem. Further, it looks kind of bug-like (and it's repeatable).

The problem: The account that I was using had full control NTFS permissions to the mdf and ldf files. However, it had those permissions through group membership (the Local Administrators group had permissions, and my account is a member of local admins). (I verified the permissions)

If I try to do the attach, connect to SQL Server as me (where I am in the admins group), it fails with the NTFS problem.

However, if I grant the same file permissions that the local admin group has directly to my Domain Account, then I can attach with no problems.

(oh, and yes, I checked the local groups on this machine, and I verified that my domain account is indeed a member of the local admins group).

So, it looks as though the error occurs because some code (either in SQL Server or Management Studio) checks for the permissions that the user account holds, but it doesn't go so far as to check group permissions that the user account inherits.

That sounds weird to me, but I can reproduce it over and over again, so I have concluded that it is the answer.

Update: I reported this as a bug: https://connect.microsoft.com/SQLServer/feedback/details/539703/access-denied-attaching-a-database-when-permissions-are-inherited

Run SQL Server Management Studio as an Administrator. (right click-> run as administrator) that took care of all the weirdness in my case.

SQL SRV EXPRESS 2008 R2. Windows 7