When opening a specific document, you get a message about Security Restrictions, and you cannot annotate or perform certain tasks in PDF Annotator.
These security restrictions are part of the PDF standard. Restrictions enable document authors to allow or disallow certain tasks, like viewing, printing, commenting or editing their documents.
If the author allowed to print the document, you can create a digital copy of the document, then annotate or edit the copy.
If the file is protected by an owner password, but not by a user password, and you know the owner password, then hold the SHIFT key pressed while selecting File, Open, and you'll be able to enter the owner password. With a correct owner password, there will be no constraints on editing the file.
PDF Annotator respects the copyright holder's decision on what to allow and disallow for a published document. If you created the files on your own, check the preferences of the tools you created them with, and recreate them without denying editing (or with allowing commenting). If you received the files from someone else, contact him/her and ask for an editable edition of the file.