Cannot Delete File?

Hey,

Okay, I am using Windows XP Multimedia Edition and the other day, I was downloading a few files just in Firefox with the 'Download Statusbar' extension and I either canceled the downloads or the downloads failed halfway through and now I cannot delete the files off of my desktop, and causing major problems with my ability to perfect my desktop.

I have tried:
- Deleting them after closing every open program
- Deleting them in safe mode
- Checking active processes but not in there
- Renaming or moving them
- I searched google and came across a program called 'Delete Invalid File' but no success

When I try to delete one of them the actual error message is:

"Error Deleting File or Folder
Cannot delete iTunes743Setup: It is being used by another person or program.
Close any programs that might be using the file and try again."

I can't think of any way these files are somehow active.

Any ideas?

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And here is a screenshot just for the point of it, they are the 'CRACK.EXE' file and the 'iTunes' file:
http://img261.imageshack.us/img261/7228/desktopfs8.jpg

 

Thanks heaps, worked perfectly.

 

I'm having the same problem with old user accounts that won't show up in the control panel section of user accounts. If I delete this old user accounts will it affect my computer in any harmful way?

They tell me Access Denied.