Hi
Sometimes It's very hard to make a file or folder that your are the owner of so that it can't be deleted though, Windows seems to be able to do it to me when I don't want it to.
Try going to the folder or file and change the permissions by going to...
Properties, then the Security Tab, then Edit and changing the options all to Deny for each user shown...
The above does work for me, I just tried to make sure, either for files or folders.
If you find that it doesn't take a look at this...
Prevent Cut, Paste, Copy, Delete, Re-naming of files & folders
I haven't used this myself but apparently it will protect a file from any kind of changes, copying, or deletion.
Mike