Was this issue resolved?
An inability to delete a prog or file can have many causes..
1. it is a system file, needed by XP and firewalled...
2. it is a rogue file, that is just d..n uncooperative
3. it is a poorly written file that undelete software cannot get a hook onto
4. it is a left over file, from a previous undelete that is designed to remain behind to cause you grief, forcing you to reinstall the prog and give it another chance
5. as above but with the purpose of causing just plain grief
6. for some reason XP is just being a pain
7. the moon is in its wrong phase
8. a man with a yellow tie has not dropped by
9. it is a file associated with malware as a function of the malware, not the prog itself
10. it is a file that is a malware hook into that original prog and is awaiting you to do something with it before it activates
11. others will suggest some more possible reasons...
The most stubborn of files might be eliminated by a circuitous route...but not for the faint of heart...beware...back up your reg first...
1. unhitch system restore
2. open regedit
3. do a scan for that particular file
4. look around to see if anyone is looking
5. kill it
6. open Explorer
7. search for the file
8. kill it by deleting it
9. try this...set up a new bogus folder on c:\, eg. "BogusFolder" and drag the file to that folder and drop it...sometimes this works...then go to your browser and reset the cache folder to that new folder...then use CrapCleaner to clean the browser's cache...or use the browser's cache cleaner to do it...or...use some other cache cleaner to do it...
9. if not successful...use your file unlocking prog to unlock it, and/or
10. delete on reboot
I am sure there are other ways to skin a cat...