This problem has come up before.
I suggested closing down LW and if you using a serarate player close that too. Then delete the file on the hard drive.
But for the person that asked initially - I don't think that solved it.
Deleting on HD works for me - I just tested it.
If your using the LW player, that might be causing the problem. Try associating your files with another player and see if you can delete then.
Good luck
