Like said above, boot up in safe mode and delete it. If it says that it is being used by another program, then it is probably being used by explorer itself. This
usually happens when people try to run a file as if it were an executable.
-In Safe Mode-
1. Press ctrl+alt+delete to open task manager.
2. select explorer and do an "end task"
3. Since explorer is closed, you cannot use windows explorer. You have to use command prompt.
4. In the task manager, click [file]->[new task]. Enter "cmd" and run it.
5. Navigate to the file and delete it by "
del /f filename".
edit: didn't see how old this was