Try deleting the information inside of the file. Here's the code to do that:

Sub DestroyFile(sFileName As String)
Dim Block1 As String, Block2 As String, Blocks As Long
Dim hFileHandle As Integer, iLoop As Long, offset As Long
'Create two buffers with a specified 'wipe-out' characters
Const BLOCKSIZE = 4096
Block1 = String(BLOCKSIZE, "X")
Block2 = String(BLOCKSIZE, " ")
'Overwrite the file contents with the wipe-out characters
hFileHandle = FreeFile
Open sFileName For Binary As hFileHandle
Blocks = (LOF(hFileHandle) \ BLOCKSIZE) + 1
For iLoop = 1 To Blocks
offset = Seek(hFileHandle)
Put hFileHandle, , Block1
Put hFileHandle, offset, Block2
Next iLoop
Close hFileHandle
'Now you can delete the file, which contains no sensitive data
Kill sFileName
End Sub

That's pretty damn neat...a file that re-creates itself when deleted. Maybe there are actually two programs. One prolly copies one and renames it so that if the program doesnt detect it, it renames the file, re-copies it and does it over and over. Who knows? Anythings possible in the computer world these days.