this is likely because that windows has the file open trying to make a preview of it. If you keep it selected for 30 seconds (or untill the little preview of the movie pops up) you should be able to delete it then. This might take a while on a slow computer.
lol...those are not porn movies but let me try what twink advised!
I have heard that this is actually a bug...but I was not sure so thats why I asked!
The obnoxious bug in XP that causes Explorer to read the entire contents of broken AVI files before allowing any access to them is caused by bad behavior of shmedia.dll.
This problem manifests itself by causing Explorer to read the entire contents of an AVI file, regarless of its size or location any time the mouse pointer is hovered over it, or an attempt is made to access it in windows explorer. This causes 'permission denied' errors when trying to simply move, copy or delete these files as they cannot be changed while Explorer has an open handle on them.
This also causes a DoS situation where large AVI's are stored on remote shares and Explorer keeps reading the files from beginning to end each time they are accessed.
To correct this misbehavior in Windows XP, remove the following registry key.
This will prevent Explorer from loading shmedia.dll in response to file property queries on these files. This will not effect your ability to play files, get file attributes, or even view thumbnails. Say goodbye to all explorer.exe 100% CPU issues.
After having many episodes with that problem, and reading other's posts, I have finally decided that it is a bug in XP, but I have no effective way around it. Say if you download an .avi file, reboot, go back to the file in explorer, try to delete...it still will say in use. This is only for .avi files though, and the one resolution I DO have is to use a program like Nero to delete it.
I got a tip from another user who said to disable the Preview checkbox in the Explorer View options, but that ended up not working. Try using an alternate program, though, and see if that works. Eventually you will find someway to get rid of those files.