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Judging from your profile, it seems that you are currently running XP. What I suggest you do is the following:
1) Click Start and then click Log Off
2) After you have successfully logged out, press CTRL+ALT+DEL and enter in Administrator as the username and a blank password (assuming the password is cleared). This should allow you to gain direct access to the Administrator account, if you aren't one already.
3) Access the file from My Computer and attempt to delete it now...
If it still doesn't work, it may still be a currently running process. From here, I'd suggest you go into Safe Mode and attempt to delete it from there.
**Just out of curiousity: What's wrong with leaving the file there? It's normally not recommended that you manually delete DLL files.**
Edited by ipods619, 27 June 2008 - 10:55 PM.