Hm! sounds like you may have a trojan or one of your programs that start at bootup is using the file(s).
If you are sure that the file(s) are not required by any of your programs then bootup the pc in safe mode. You should then be able to delete the files with no problem. To be on the safe side, right click on the files to get properties and see what program is using them before deleting them. Also place them in the recycle bin but don't empty it until you have established that all your programs are working as they should be.