It could be because files were downloaded from a file sharing service, or by programs that are enabled to automatically check for updates periodically. If you got it off of P2P, then try deleting it through the P2P; re: if you got the file from a P2P, then you will probably have to go back into the P2P to delete/remove/uninstall it.
Unlocker = "Helps delete locked files with error messages like: Cannot delete file: Access is denied ;There has been a sharing violation. ;The source or destination file may be in use. ;The file is in use by another program or user.;Make sure the disk is not full or write-protected and that the file is not currently in use."
http://www.softpedia.com/get/System/...Unlocker.shtml