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As you may known AVIs don't always delete very easily, and there are many complex ways to get rid of them, but this way is easy:
(XP, 2000 or similar only as far as I know)
1. Run Command Prompt
2. Run Task Manager
3. Find explorer.exe and close it
4. In Command Prompt find the file you want to delete and type del FILENAME
5. In Task Manager press File>Run>"explorer">OK
Done!
I found this somewhere-
Avi files (divx) can be trouble in xp. there is a fix to let xp behave much better so it's possible to move or delete large avi files. The obnoxious bug in XP that causes Explorer to read the entire contents of broken AVI files before allowing any access to them is caused by bad behavior of shmedia.dll.
To correct this misbehavior in Windows XP, remove the following
registry key.
HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{87D62D94-71B3-4b9a-9489-5FE6850DC73E}\InProcServer32
This will prevent Explorer from loading shmedia.dll in response to file property queries on these files.
Just an extra note, if you do a "search" for this key it will not be found, look for it manually it is very easy to find.
even better ;)
of course if ur stubborn like me u'll hate patching lil things like that ;)