Error Deleting Files???

When I try to delete, play, or move certain files I recieve a message box with the heading: "Error Deleting File or Folder" or "Error Moving File or Folder", whatever the action may be.  The content of the error box states: "Cannot delete 'File Name': Access is denied.  Make sure the disk is not full or write-protected and that the file is not currently in use."  This used to only happen with a few downloaded files and email attachments, so I used to just ignore it.  However, I just recently switched download engines from Kazaa to Kazaa Lite and now my entire shared folder, containing about 200 music files and 15 or so vidoe clips totaling about 4GB, is locked up by this error.  Kazaa Lite is set to download into the same folder and the problem preexisted the switch, so I dont know how they may be related.  I would be happy just to be able to delete these files if I could b/c they are just taking up hard drive . . . so let me know if you have any suggestions.

Thanks, David