That's because the program is protected.
I could be an assembly program (in this case you don't really want to modify the source code isn't it?
Or a basic protected program. A byte at the place 60 in the program is set to $05 or $06. To unprotect a program, open it with hexedit (or another hexadecimal editor) change this value, update the checksum and reload the file !
There's also some programs which could do that directly on calc.
