That EXE file might be running in the background.
Open processes tab in taskmanager, Right click on the exe file and select End Process Tree.
Now U can delete the file.
Thanks alot man, I mean really thanks, you're a life saver. I wish there was something else I could do to express my appreciation. If you need anything that you think I might be able to help you with and granted my computer knowledge is limited, then just email me at: