Cannot uninstall files. "Access is Denied"

I have several downloaded applications on my desktop that I cannot move to the trash bin. I get the message:

"Cannot delete xxxxx". Access is denied. Make sure the disc is not full or write-protected and the the file is not currently in use."

I get the same message when trying to uninstall a copy of a game on the hard drive. It applies to only one file, however: Il2-core.dll.

Any help, anyone?

Thanks.

 

May I have a little more help, Halo?
"Unlocker" does not work and with "MoveOnBoot" everything goes fine as I go thru the procedures until I get to the final "OK". Then nothing happens. The "MoveOn" page just sits on the desk top. If I close it manually, and then reboot, the file does not get deleted.
Any more thoughts?
Thanks.

 

Thanks for the quick reply, Halo. I'm getting senile, not thinking of Safe Mode. Once in there I was able to delete all the balky files with using any of the crutches.
I'm using XP3.
And the game has several titles, the latest: IL2 1946 (Forgotten Battles/Pacific Fighters).
It's a Russian designed combat Flight Simulator and the very best on the market, without any doubt. If you're interested in such things, let me know and I'll give you more detail.
And thanks again for your help. It's much appreciated.
Incidentally, all my trouble started when I downloaded the 6.07 update for Sun Java. Java stopped working and would not uninstall. I was finally able to get all the Java out of my system, but could not then reinstall 6.07. The only thing that would install was 6.10Beta, which worked okay for a few days, but has now stopped.
Any thoughts on this? The Java site was of no use to me.
Thanks again.

 

The only way I could remove Java 6.10 beta was to use the windows uninstaller utility.
It was successful, but now I cannot reinstall the newly downloaded 6.7 from the desktop I get the message: "The System Adminstrator has set policies to prevent this installation." and error 1321. from Java which says essentially the same thing.
I am the Adminstrator but do not have the password as it was set at the factory...Falcon-NorthWest.
Any more thoughts, Halo? And thanks again for your help.