Sometimes avis can be a real pain in the ass and just don't delete!
Well since I discovered this method I always delete them like this, and it always works:
1- Open windows media player
2- Click on "File" and then "Open" and highlight the file u wanna delete
3- Press the delete key on the keyboard
OH YES!! the file is gone without problems or annoiyng messages saying that is being used by another program!!
PS: Just make sure nobody is uploading from you while u do it!