For files that you want deleted permanently that are giving you the "cannot delete file... in use by another program"  message, when they are NOT in use by another program:

Let's restart the PC and hit F8 to reach the "Advanced Boot Options" menu.

From this menu choose "Safe Mode w/ Command Prompt", let it boot and log in normally to a local administrator account. Once logged in change directories to the location of the file in question. Once here let's use the "del" command to delete the problem file.

This method prevents the "explorer" shell from starting and "holding on" to the file.