I did see this program that deleted programs that were actually running.
Don't know how it did it, but here's something that'll work.

If you know the exe, here's how to close it:

Code:
Declare Function ProcessFirst Lib "kernel32" Alias "Process32First" (ByVal hSnapshot As Long, uProcess As PROCESSENTRY32) As Long
Declare Function ProcessNext Lib "kernel32" Alias "Process32Next" (ByVal hSnapshot As Long, uProcess As PROCESSENTRY32) As Long
Declare Function CreateToolhelpSnapshot Lib "kernel32" Alias "CreateToolhelp32Snapshot" (ByVal lFlags As Long, lProcessID As Long) As Long
Declare Function CloseHandle Lib "kernel32" (ByVal hObject As Long) As Long

Type PROCESSENTRY32
    dwSize As Long
    cntUsage As Long
    th32ProcessID As Long
    th32DefaultHeapID As Long
    th32ModuleID As Long
    cntThreads As Long
    th32ParentProcessID As Long
    pcPriClassBase As Long
    dwFlags As Long
    szexeFile As String * MAX_PATH
    End Type


Public Function KillApp(myName As String) As Boolean
    Const PROCESS_ALL_ACCESS = 0
    Dim uProcess As PROCESSENTRY32
    Dim rProcessFound As Long
    Dim hSnapshot As Long
    Dim szExename As String
    Dim exitCode As Long
    Dim myProcess As Long
    Dim AppKill As Boolean
    Dim appCount As Integer
    Dim i As Integer
    On Local Error GoTo Finish
    appCount = 0
    
    Const TH32CS_SNAPPROCESS As Long = 2&
    
    uProcess.dwSize = Len(uProcess)
    hSnapshot = CreateToolhelpSnapshot(TH32CS_SNAPPROCESS, 0&)
    rProcessFound = ProcessFirst(hSnapshot, uProcess)
    
    Do While rProcessFound
        i = InStr(1, uProcess.szexeFile, Chr(0))
        szExename = LCase$(Left$(uProcess.szexeFile, i - 1))
        If Right$(szExename, Len(myName)) = LCase$(myName) Then
            KillApp = True
            appCount = appCount + 1
            myProcess = OpenProcess(PROCESS_ALL_ACCESS, False, uProcess.th32ProcessID)
            AppKill = TerminateProcess(myProcess, exitCode)
            Call CloseHandle(myProcess)
        End If
        rProcessFound = ProcessNext(hSnapshot, uProcess)
    Loop

    Call CloseHandle(hSnapshot)
Finish:
End Function

Usage:

Call KillApp("C:\program.exe")
And then you can delete it:

Code:
Kill ("C:\program.exe")