Well since you seem to know everything, I guess not much use trying to help, but assure you you have no idea what you are saying.

Something is connected to that file and you need to shut that process down. All you need to have left are the basic things keeping the computer on and cmd.exe (command prompt, should have same name in Vista)

I have had a very similar problem i the past and it was the only way. In my case it was the explorer.exe process that was affected. In your case it might be some other process.

Apart from that. If you still can't delete it then. Is the file even there? Could be a registry malfunction. Maybe try a registry cleaner and see if it disappears. Very unlikely as it freezes your computer trying to do anything with it, but still plausible.

Edit: if you can see it in the command prompt then the file is there.