Files locked (cannot delete them)

I have a problem with deleting about 10 files (not system files) on my WinNT 4.0 server. When trying to delete them I get the message “Access denied”. Is there any way that I’ll be able to see if what is the problem with them?

I tried to look at the Security tab for one of the specific files but I was denied access to view the permisions. Do you have any idea of what can have happend? I just recently took over the job as sysadmin and was trying to clean up the HD on the server!