That's because the service that creates those files is actively running and has locked the files.
They can be removed in Safe Mode since the service won't be running. Or with a freeware tool like:
Trend HijackThis - In the
Misc Tools Section select
Delete a file on reboot, then browse to those files
(you don't even have to reboot immediately you can continue using your computer until you feel like rebooting).Edit: Just a recommendation, when posting screenshots in the future please use a lossy image format like; PNG, JPG, or GIF, they consume less space/bandwidth and are quicker to download for dial-up users.