Cannot delete a file

[mcsweerich]

Hi, My name is Richard, I'm a 67 year old male who loves Easy Listening music and lives in Western NY State. My OS is Vista Home Premium. I only have incurred one small problem recently. I downloaded a song, it said it completed but won't play. When I go to delete it, it says "The following files could not be deleted. They may be in use by another application or are currently being downloaded to." I'm stuck. How do I get rid of this dead file? I've had LimeWire for about 6 months now and never had this problem. I would greatly appreciate some help.