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Probably has something to do with where you are setting 'share permissions' for the files you can't delete. You need to set permissions through the "sharing" tab instead of the "security" tab in the right-click 'Properties' of the file.
Be aware also that when you delete a file remotely (ie from a different computer via a network) it will not go into the Recycle Bin of either computer. So be sure you want to delete it!
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