If you can't remove a file on Windows, its mostly because of the usage of a too long filename, invalid characters and such.
To solve that there are many tools like unlockers and such which doesn't solve the problem because they doesn't solve the sympthoms:
The filenames.

So if you step into that kind of problem, open up and commandline and cd to the folder with the "bad" file or file.

And then, do an quick dir /X

That will show up the normal Filename as well as the old "Dos-Style" 8 character name.
By using that short name, you can delete a file with a simple del filename or an folder with an rmdir foldername

Easy, ain't it?