Ok, this doesn't happen on my machine, but it does on my boss's machine, and some other people I know.
In Outlook, save a message to .MSG file format. Open that file - it works fine. Close it, then try to open it again, and sometimes the error "The file may not exist, you may not have permission to open it, or it may be open in another program." comes up. It will only let you re-open the message if you close Outlook and re-open it. A lot of articles but no resolutions. I have disabled all add ins and it doesn't happen but if just one add in (doesn't matter which one) is enabled then the issue reoccurs.