It looks like you are trying to playback a blue ray disk, or you have the program running in the back ground and windows won't let you delete it because a program is using the file. As my friend Ken suggests re-boot your system and then locate the file you want to delete and go ahead and complete the task.
My Computer
At a glance
Windows 7 7600 1 X64AMD PHENOM II X 550 PROCESSOR 3.1 ghzCorsair 4 gig ddr 3ati radeon 3300