Error Message: Failed to set document rights. Error code: 0.

If this error message occurs it is because the PDF document was created using a tool that does not format the PDF file correctly.  These files do not comply with the PDF standard although they can be opened in Acrobat.

Use Acrobat to repair the file when you save it, or use the PDF Optimizer from the tools menu to save it to a new file.  Acrobat will convert it to a file that obeys the PDF standard, and then you can protect it.