Delete open files

ok I am tring to delete

C:\windows\cookies.dat

(tring to delete my cookies)

the only problem is, when I try to delete it, its says that its in use with another program, so I closed all programs and the same error came up. now how do I delete the file, This doesn't have to be IN VB just I doont know. maybe change something in the registary or something. If anyone had this problem before please let me know how you resolved it

P.S. I had this problem for a few months now

Go into dos and type:
del C:\windows\cookies.dat

Gl,
D!m

thanks, it worked perfectly