Help to rename/delete file

I have a tv show mkv file that I am unable to rename or delete. The file plays, but when i try to delete it i get the following message:
The action cannot be completed because the file is open in Windows Explorer.
Any help??
Answer #1
Unlocker:
http://ccollomb.free.fr/unlocker/
Answer #2
consider this…a neat lil program called inferno that deletes any file off your pc…
http://www.freewarefiles.com/Inferno-Beta_program_32034.html
worked for me with those pesky files
Answer #3
Use the unlocker said above. It worked for me fine.
Answer #4
Boot in safe mode, then delete it.
Answer #5
Use Unlocker.
It can be a corrupt file problem also.Use chkdsk utility.