I'm not exactly sure if this is a DotNetNuke issue or a RadEditor issue, but I thought I would mention the problem here.
 
When creating a new "secure - File System" folder through the DotNetNuke FileManager, any files I place within that folder are accessible via the RadEditor. This is to be expected, but the RadEditor does not indicate that the folder or its contents are secure. Additionally, when using the RadEditor to link to a file that is in the secure folder, the link will does not appear to as the contents will never be served to the user.
 
I believe this used to be handled with the LinkClick functionality in the past.