deleting files

Sometimes, I go in to the c drive, and to  program files  and try to delete 
some files or folders, but I get the message saying "access is denied. The 
source file may be in use". Even though I did the alt tab to move around, and 
realize that program is not open. In this case, can someone please tell me some 
other ways to get rid of the files or folders? 
Thanks.
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