Cannot move files from SD card

I have an SD card that I am trying to move files from, not just copy. I encounter the following error and no files are moved:

There are some locked items in the Trash. Do you want to remove all the items, including the locked ones, or just the unlocked items?

My trash is empty, so why is this being encountered and how to I get around it?

I have rebooted and still encounter the problem.