That's a bit strange. Are you sure you're entering the command correctly? For example, I've just tried this out:
code:
cacls "Songs 4 Mel.zip" /G Andrew:F
Which prints out that only I can access Mel's songs
.
If I wanted to protect My Documents (maybe its the missing ""'s, not sure):
code:
cacls "c:\documents and settings\andrew\my documents" /G Andrew:F