You have to close that application first. There is no way to delete it, if it's used by some application.
UnLock IT is a neat utility that helps you to take control of any file or folder when it is locked by some application or system. For every locked resource, you get a list of locking processes and can unlock it by terminating those processes. EMCO Unlock IT offers Windows Explorer integration that allows unlocking files and folders by one click in the context menu.
There's also Unlocker (not recommended, see Warning below), which is a free tool which helps locate any file locking handles running, and give you the option to turn it off. Then you can go ahead and do anything you want with those files.
Warning: The installer includes a lot of undesirable stuff. You're almost certainly better off with UnLock IT.
