If you have any of these undeletable or unrenameable files they are specially encripted files (usally with unsavoury file names) created by wan*ers who think its funny to fill your hard drive with hundreds of undeletable files!
But you can easily beat these suckers.............

If its an mp3 file you need to rerecord a new copy of it.
By using a wave recorder (win has its own).Just play the dodgy mp3 on your normal desktop mp3 player and at the same time record it as a .wav on your recorder.Then rename the '.wav' file and convert to mp3.

Right click and 'Create a new folder' and open your 'shared' folder.Drag the undeletable file into the 'new folder' and right click the 'new folder' and delete the 'new folder'.Empty bin.Done

If its an Mpeg do the same by using a mpeg recorder ,open the file ,play it then 'save as"new name"' and again drag the dodgy mpeg into a new folder and delete that folder.
if you dont have a mpeg recorder most decent art programs have a animation page where you can open a Mpeg and then 'Save as' a large .gif file.

Try it...Any file can be deleted when contained in a folder which is being deleted!