Can't delete a file, please help.

I am going through cleaning my HDD of unused and dated files, and I have this one file that I would like to delete. It is a rather big one and it's in .mpg format (it always gave me problems as in it would never open with media player, I always had to use real player). Anyhow, I want to delete it to free up some space on my HDD but everytime I try to it says it may be used by another program and to close any programs and try again. It won't delete... how do I get rid of it? I close all programs, even using CTRL-ALT-DEL and close all except for systray and windows explorer. Is there a way to do it in DOS?

If your hard drive is FAT32, you boot to a Windows 9x/Me boot floppy or command prompt and simply type DEL filename. (As an example, DEL D:\FOLDER\FILENAME.MPG)

If your hard drive is formatted NTFS and you're using Windows XP, you can do essentially the same thing from the XP Recovery Console. Boot to your Windows XP CD and choose the repair option. That'll get you to the Recovery Console prompt, which is a lot like a DOS command prompt. The exact syntax to delete the file may be a little different.

Cant he just boot into safe mode and deleat it that way? thats what I do if I have a file thats being a brat.

It's all better. I booted in Safe mode since that was easiest and it worked. Thanks chief. :)