The Microsoft solution to this problem is here:
"You cannot delete a file or a folder on an NTFS file system volume"
< http://support.microsoft.com/kb/320081 >
but by far the simplest way is to download the freeware program "Unlocker" which can delete practically anything...
Unlocker: < http://unlocker.en.softonic.com/ >
HTH,
JW