delete a file

i dont know if this question really fits in here.if it doesnt please guide me.
i am trying to delete a file,which is a no cd crack for a game.its an msdos exe file.i copied it from where i downloaded it to the folder of my game.it doesnt work.my game isnt working properly due to this and the msdos window closes no sooner than it is opened.now i am unable to delete,cut or copy it.the game folder and download folder are both in different hard drives.whenever i try to delete it a message pops up saying it is being used by a program and hence cant delete or copy,etc it.i am not able to find out which program might be using this. is there anyway to delete this?

Try Safe Mode.

how do i do that on windows xp professional?

[Moderator]

Re-boot the syystem and tap F8 repeatedly before you see the Windows splash screen...

Have you tried to restart your pc and delete it then?

yes.i tried restarting it and then trying to delete it.its just not going.i deleted me game as well thinking that i will delete this and then re-install it.but that too didnt work.first some parts of the game wernt working and now the whole thng doesnt work.i tried in safe mode also.it doesnt work.the same msg comes.wat should i do?

Install Unlocker: http://ccollomb.free.fr/unlocker/

hey.thanks a ton broni.it works.

You're welcome