Quit everything, and I mean everything : all applications and also disconnect from the net, but don't restart or turn off the PC/Mac (whatever you may have). Now scan the file with an anti-virus application. If nothing is found, then quit the application and try deleting it now, with everything closed. Should work.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-