Been a while since I've worked with MS NFS services, but likely this is still a permissions issue. How are you connecting from windows? I recall you give it a user/pw that the filer will authenticate? Or is it using your windows ID?
If you connected as root, you need to share the export with root=<windows_IP>, which is not the default. If you don't connect as root, the user you connect as needs to have write permission to the directory tree that is exported (write permission from a unix point of view, assuming that the volume is of unix security type). I'm assuming this is a unix security volume, since you're using NFS?
Bill