One thing I would try (even though you dont have any issues connecting to the Mac share from the PC) is changing the sharing protocol from AFP to Samba. If you click the options button in the file sharing settings screen it will give you the option to pick between SMB and AFP. I could see there possibly being some strange permission thing in AFP that windows is trying to write when you save a file from the PC > Mac. When OS X tries to open it, it does not know how to read the permission that windows is setting and you end up with that error.
Another thing I would try is to make sure that the Everyone security group is being set on the files in Windows before you copy them over to the mac.
If you want to see an example, here is what I am talking about in regard to adding the everyone account to files/folders in Windows before copying them over
While I do not suggest adding this permission to all files on your system, do a test run where you add the everyone group to a file in WIndows, copy the file to the Mac and try to open it.
If that does not work, could you do a Get Info on one of the files you copied over to the mac and post the results in regard to any permissions the Mac can see on the file?