Sounds a bit loopy, but have you tried going into safe mode & disabling all your av/spyware programs before attempting to delete the file ? Quite often AV programs will prevent access to infected files, to stop them causing damage, but this also stops you deleting the file.
Make sure you have turned of 'system restore', as this keeps a backup of your system files, including virus filled dll's . If your data is really important to you, you should get an external HDD to back the files onto when you can. Good luck
btw.