Dzomlija

From reading your original post, and the responses you have received, it's sounds to me like the file does not want to be deleted. And that can mean only one thing: Malware.

Its a common technique for a virus/malware program to lock itself when executed sothat nothing and no one can delete it, and also to monitor the registry so that it cannot be removed from startup. It strengthens the argument for malware if you cannot boot into Safe Mode, but can boot normally. I've seen malware programs that put themselves into the boot process as a SERVICE_BOOT_START driver/service, in order to prevent a safe mode boot because safe mode is usually the first place to go to safely remove malware.

You need to update your virus scanner and run a full scan, assuming that whatever it is has not killed your AV also. If possible, remove your hard disk, slave it to another computer, and run a full virus scan that way.