As I can't comment I'll prepend for Roy's answer: This is technically correct but setting the "read only" attribute at this level is very weakly enforced. If you do this with ArcGIS (just tested), when you hit save you'll get a box asking where to save it, but you can then select the original file and over-write it anyway.
There are two better ways:
Assuming the file is stored somewhere with proper network permissions you can use ActiveDirectory permissions (Windows) or chmod (*nix) to ensure the only user who can write to it is yourself.
On Windows access the permissions from [selection] >> File >> Properties >> [Security].
This is the best solution.
Save the file as a template file (mxt in the drop-down for save-types). Depending on how the user then loads the file they won't be able to over-write the original without first setting the save type to templates and going and seeking out the original.