Windows does weird stuff with files. That's not a secret, right? :-) In general, I've found that I can usually deal with those messages about being unable to delete files by stopping a service from Service, using Task Manager to terminate a process, or even reboot. But, if those options don't appeal to you, this freeware utility might...

Unlocker 1.8.5

Head over to its website to see the simple process to delete stubborn files. I haven't tried it yet. But, it looks like something useful to note here for future reference.