What he said/\, Disk management(Right click my computer -> Manage then use disk management) will allow you an easy way to format the drive. I recommend NOT doing a QUICK FORMAT as a full format will also test the drive to make sure it is at least in decent working order. note that FORMAT will ERASE ALL FILES!
Unlocker can also delete things on XP and maybe Vista/7 32 bit. I am not sure if 64-bit is yet addedhttp://ccollomb.free.fr/unlocker/
Malwarebytes also has a tool called File Assassin that can delete locked/corrupt files. http://www.malwarebytes.org/fileassassin.php
Hope this helps