You can try deleting the file in Safe Mode or you can try turning off XP's Indexing service or you can download and use
MoveOnBoot.
The indexing service if often the culprit in the "file is in use' message. It tries to index not only the file you're trying to access but also all the files in the folder with it. If the folder contains a lot of files, big files or if one is corrupt, it may take forever or, in the case of a corrupt file, it will never complete the indexing but it will never give up trying. While all that's going on, the file is "in use" by the indexing service.