Hello:
I have two ideas.
1)
If you have WinZip installed, I would recommend removing it from the context menu of "all files". By default, WinZip will scan the entire contents of the file (I am assuming it is a large AVI), which can cause long delays and perhaps crashes. It is simple to disable: First, open WinZip. Click Options, Configuration. Click the System tab. Under "Explorer Shell Extension", uncheck "Use shell extension". Click OK. Close WinZip and try to delete again. (To undo, follow steps and re-check the "Use shell extension")
2)
I've known this to sometimes occur when explorer tries to fetch a thumbnail image to preview the video. This generally displays along the left. To disable this preview window, go to the folder in which your .AVI file resides. Click "Tools", "Folder Options". Click "Use windows classic folders". Then click OK. Try to delete the file again. (To undo this change, follow the same steps and select "Show common tasks in folders" instead of "Use windows classic folders")