Why I am unable to delete some files in Windows 7?

Hi, I cannot delete certain files in Windows 7. They are mostly in “.mp4” & “.mkv” format. These files cannot be renamed also. I recieve the below message when I try to delete these files:

“THE ACTION CANNOT BE COMPLETED BECAUSE THE FILE IS OPEN IN WINDOWS EXPLORER.CLOSE & TRY AGAIN”

What is causing this problem & how to fix it? Looking forward to your response. Thanks 🙂