Did you format the drive when you did your isntall? I can bet that you didnt. Just by what you said you did not look at the drive options and click the format button. So therefor you only installed Vista on top of you XP isntall. That is why your files are still there.
In order to delete them you have to take ownership of them. Right click on the folder>security and continue on. I am in XP right now so i can not give you the full path. I know i have posted it in several topics like this. If you use the search function
you should find a couple and use those instructions to delte those files.