In tip 5533, I explained some reasons why you might not be able to delete a file in Windows 2000 or Windows XP.
Sometimes, the Explorer shell has the file in an indeterminate state, and will not release it. To force the Explorer shell to release the file:
01. Close all open programs.
02. Open a CMD.EXE window.
03. On the Start menu, press Shutdown, or press CTRL_ALT+DEL and press the Shutdown button.
04. Hold down the CTRL+SHIFT+ALT buttons and press the Cancel button on the Shut Down Windows dialog to close the shell.
05. In the CMD.EXE window, use the CD /D "<Folder Path>" command to switch to the folder that contains the file you wish to delete.
06. Type Del /F /Q <FileName> and press Enter, where <FileName> is the name of the file you wish to delete.
07. Press CTRL_ALT+DEL and press Task Manager.
08. On the File menu, press New Task (Run).
09. Type EXPLORER.EXE and press OK to start the shell.
10. Close Task Manager.