I'm surprised Unlocker didn't work - the file must be in use by something on your system (if we can figure out what that is). If you ran all the malware software I suggested then your system is probably clean (cleaner than most) and that isn't the problem.
Perhaps it's a temp file being used by a program that's currently running on your system (which may be why it won't delete) - a program you're not aware is running. Go to Start / Search Box and type in msconfig and enter and then double-click on the program icon that appears. Go to the startup tab and check the entries with checkmarks indicating they start at startup. Remove the checks from any you don't need starting at startup (that will probably be many or most of them - most are added to speed up the startup of the programs when they are accessed and do not need to be running in the background taking up valuable resources - but some are necessary like your AV program and Defender). If you see one called Jet... then be especially sure to remove the check from that one. Then reboot.
Is the file still there?
If so, let's do a clean boot (where we boot with a minimal set of programs and drivers running to see if that resolves the problem or points us in the right direction). Here's the procedure: http://support.microsoft.com/kb/331796 and/or http://support.microsoft.com/kb/929135. If the problem goes away with the clean boot, then the trick is finding the program or driver that's causing the temp file to appear and that's pretty much trial and error with the listed entries - time consuming but it will eventually work if the problem went away with a clean boot. (If the problem does not go away with a clean boot then you can stop the process because that procedure isn't going to find the cause.) Then you know which program or driver to disable to prevent the file from appearing. It may turn out that you actually want the file there because you are using the program or service (wouldn't that be something).
I hope this helps.
Good luck!
Lorien - One - MCSE/MCSA/Network+/A+