About the problem of getting the message that the file is in use ... have you LAUNCHED it to preview it as it was downloading? If you have did you STOP or PAUSE it? If you PAUSED it even tho you killed the download it is still "in use".

I went thru this and almost tore what little hair I had left. I tried deleting it from the Command Prompt and got the same message. THEN I noticed that the file giving me this problem was one I had LAUNCHED using the LIMEWIRE player. After rebooting it will delete. I began using WINDOWS MEDIA PLAYER as my preview program. When you [X] out of WMP you can then delete the file with no problem