Cant delete files that are in use cant identify

I downloaded some executables from kazaa, and found them to do nothing when clicked on except flash a DOS window on and off. They weren't what they claimed to be but there is no evidence of a virus. The only strange thing I have noticed is that I CANNOT DELETE THEM!! Even with no programs running I get an error stating the files are in use by another program. How do i seek this program and kill it along with deleting these pesky conspicuous executable files? I am concerned for the health of my system as long as there is an invisible program using these suspicious files. PLZ HELP
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  1. You're a victim of spyware, you need to run Spybot Search and Destroy and AdAware 6, what one program misses the other one gets.

    <A HREF=";action=display;threadid=5" target="_new">Article and links to download sites</A>

    <A HREF="" target="_new">My Rig</A>

    <P ID="edit"><FONT SIZE=-1><EM>Edited by 4ryan6 on 05/24/04 07:50 AM.</EM></FONT></P>
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