im not sure if its the same problem.. but i had a .exe file on my desktop (a self extracting zipped file) but for some reason it wouldnt delete.... windows always said it was in use
if i had used fat32 it would be easy to just boot from a dos promt from a floppy and go into c: drive and delete it
i finally got it by open a command prompt in windows... then ctr-alt-del and closing "explorer.exe" (at which point your desktop disapears, but so does windows ability to protect files it thinks are important) but then alt-tab pulls up the command prompt again and you can navigate to the folder when the file you want deleted is, then delete it
if your not familiar with working from a command prompt...
start menu -> run -> type in: cmd and hit enter
then navigate folder using the CD command (change directory) ie. cd c:/documents and settings/user/desktop
then if the file on your desktop is xxx.exe use the command: del xxx.exe
this works for deleting most any file that windows doesnt want to let you delete
