Here is a couple more suggestions/ideas.
Have you tried dragging the file to the recycle bin? Renaming, rebooting, then delete?http://www.majorgeeks.com/Delete_Doctor_d4473.html
Delete files that are difficult to delete, such as some files left by viruses and trojans, or files with corrupted file names. This program can also delete files like the "index.dat" files, which store Internet history, by scheduling them for deletion upon system restart. Select a file to delete from a built-in file browser or drag afile to the program window from Explorer.