How to Delete an "Undeletable" File
Sometimes you want to delete a file but when you do so an error message pops and tells you it cannot be done. Do successfully delete such a file do the following:

1. Open a Command Prompt window and leave it open.
2. Close all open programs.
3. You now need to close EXPLORER.EXE. The proper way to shutdown Explorer is to raise the "Shut Down Windows" dialog (select "Shut Down..." from the start menu), hold down CTRL+SHIFT+ALT and press the CANCEL button. Explorer will exit cleanly.

Note: The <CTRL+SHIFT+ALT> at the 'Shut Down Windows' dialog method of closing Explorer is built into Explorer. (It was specifically designed so that developers writing Shell Extensions could get Explorer to release their Shell Extension DLLs while debugging them).

1. Go back to the Command Prompt window and change to the directory where the undeletable file is located in. At the command prompt type DEL <filename> where <filename> is the file you wish to delete.
2. Go back to Task Manager, click File, New Task and enter EXPLORER.EXE to restart the GUI shell.
3. Close Task Manager.

There is software that can aid this process. One good program is called "Delete FXP Files" and can be downloaded HERE.

Cool ill have to try that next time I get a file that wont delete.

I uasly restart my computer and during reboot ill hold F8 and bring up the option to go into safemode. Once it boots into safemode I delete the file that wont delete. Once it deletes I then reboot going back into normal mode.

That works for me.