How to unlock a file

Click on My Computer. Go to Tools and click on Folder Options. Click on View. Go to where it says Hidden files and folders, select Show hidden files and folders, and click ok.

refer this 2:

http://www.acesoft.net/delete_index.dat_files.htm

r u reffering to index.dat file in cookies folder. Index.dat files are always being used by windows system, you can not delete them manually, and even you clear Temporary Internet Files on Internet Option of Internet Explorer, it will not delete them.

Using Internet Sweeper to delete index.dat files is very easy, just select the Index.dat on the IE Settings screen.  However, you may use third-party utilities like Internet Sweeper Pro to overwrite all the index.dat files with blank characters so that no one can see useful information from these index.dat files.

You can download the Internet Sweeper from the following URL:

http://download.com.com/3001-2144-10147101.html

Thanks for your advice but I figured out my problem another way.  My Norton wasn't scanning all of my files and found I had trojans in my _restore/temp folder.  I found an article in MIcrosoft that told me to disable restore then uncheck it again  in system in the control panel and when I did that, the virus's I had that couldn't be repaired or quarantined and that one cookie was not there anymore.