I am assuming you are trying to delete from a clean boot, as CEO suggests. If that does not work, you have a more serious problem.
Is this the only file that you have this problem with?
Some catelog programs take control of a file folder and guards the contents within. The problem should effect all files in that folder. If this is the only file in that folder that has this problem, hmmm.
I had this problem once. I set the recycle bin to auto delete. I was able to clear out the folder that way.
Other things: can you open the file and use it or do you get the same error. If so, you might get a 'details' option and that might tell you what program is holding you up.
If these dont work, try giving a few more details and maybe we can come up with something.
RU