Way I do it when XP is not letting me delete things is, throw the short file names into DOS and execute the bat before the shell starts.
Easiest way to get the short file name is to goto the directory in DOS for example 'C:\'
and type "dir /X" this will display a list of files in the C:\ and their shortfile names. Then I'd take those and go something like:
if exist C:\<shortfilename> rmdir /s /q C:\<shortfilename>
Then use a tool like StartupCPL to add it to run once or make a custom reg to run it once either/or lots of ways to do it.