Access Denied When Deleting Executables, But Executable Eventually Disappears - Why?

System: Windows 7 Home Premium 64 bit, SP1

I am interested if someone could provide a technical explanation for the following scenario that I have seen ever since I started using Windows 7 several years ago. I am finally getting around to asking the question.

Here is the scenario:
(1) Download an executable to the Desktop of an "Administrator" account
For example: CryptoPrevent from https://foolishit.com/
(2) Decide I do not want the executable and try to delete it
(3) Receive an "access denied" message even if I try to move the executable to the recycle bin. Repeated attempts to delete the executable fail with access denied.
(4) Open a Command Prompt as "Administrator"
(5) Within the Command Prompt, cd to the Desktop folder
(6) Type Del /F executable name -- Still get an access denied message no matter how many times I issue this command
(7) But now, if I wait anywhere from 10 seconds to about 2 minutes, the executable will eventually disappear almost as though there was a delay in the deletion process.

Questions:
(1) Why do I get an access denied message for an executable that I downloaded? Seems to me that if I download it, I should be able to delete it.
(2) Why did the executable eventually delete some time **after** I explicitly tried to delete it? Why was there a delay?
(3) What am I not understanding about this process?

 

If you are logged in as an Administrator account, and you delete an .exe file that is not in the process of being run or installed, then it should delete easily.
Can you remember the exact wording of the error message?
Do you have any type of software installed that may block deleting of files?

 

I don't know of any software that I installed that may block deletion. If you want, I can post a list of everything installed.

As to the error message, a dialog box appears that says I need Administrator permission. (Which I don't understand since I am logged into an Administrator account.) So when I click on the button to Continue, I get access denied. Now if I wait 10 seconds to 2 minutes, the file eventually DOES delete.

 

Are you getting a UAC (User Account Control) consent window appear? Even when logged in as Admin User account they always appear for restricted actions.

 

My apologies for not responding sooner; was out of town.
Here is an example where I logged into an "Administrator" account and tried to delete a folder. I have attached several files that show the scenario.
File 1 - I want to delete folder (3.1) File lookup
File 2 - Contents of folder (3.1) File lookup
File 3 - Access denied message when I tried to delete the folder
File 4 - Message I received when I clicked on "Continue"
File 5 - Security properties of folder (3.1) File lookup; note that executable has same security properties

Note that even though I could not delete the folder, I was able to go into the folder and successfully delete the individual files. Weird.

Thoughts??