It's hard to describe the pure, violent RAGE I feel every time I try to delete a file and Windows says you can't without any way to over-ride it and MAKE IT DELETE.
(I'm getting mad just thinking about it now)
Enter Unlocker. A simple, free utility that makes Windows work the way they should have designed it in the first place! Now, when you get the message, just click the "OK" button and a second window will open allowing you to kill the processes that are holding on to the file or at least force the program to "let go" of the file.
Even if you don't run the Unlocker utility in the background (which I wouldn't want to do to save resources), you can right-click any file and select Unlocker to do the same thing. Right on!