stubborn files

I used winrar and un zipped a file. It shows it is all there but will not work. The file has worked before, but not this time. My main problem is that I cannot delete the file. Says it is being used by another person or program. Even if the computer is just started and know nothing is using it. I have tried and used cmd and delete it within in the dos shell. This usually works with stubborn files but not this time. Any ideas ??