If it is a hidden file you need to go to the view section and check "show hidden files". Secondly, go into safe mode without networking and try to delete the file there. Why are you deleting this file? Is it causing system problems? If everything is kosher......................leave it alone!
download the program Process Explorer from www.sysinternals.com
that will allow you to find a handle to the file. Then you can find what is accessing it.