Hi
When I run into the Windows won't let you do that syndrome I boot my computer to a Ubuntu DVD and delete the file from there.
It's very easy to make a bootable disk, you can do the whole thing a few minutes.
Download the Ubuntu .ISO file.
Write it to a DVD using Imgburn that's it.
http://www.ubuntu.com/download/desktop
Select the 64 or 32 bit version.
Skip the form and select "Not now take me to the download" at the bottom.
http://imgburn.com/index.php?act=download
Install Imgburn and select, Write Image File to Disk.
In a few minutes you will have a disk that will boot your computer if Windows fails to start, or in cases where Windows is blocking you from doing things. Just be careful to not delete system files etc.
It's really a good idea to have one of these disks laying around, if you have to do a restore because Windows won't start, you can back up all your data using this disk.
Mike