hmmm. i sometimes have it too but mostly, beause the filename is too long.
here my tips how you can delete it (doesn't always work, but still try it out, maybe it works).
1. if you don't have adminrights, get one! either use the main account or give your sideaccount adminrights.
2. rename the exe to something else. for example call the exe 1 or so. alternative you can also change the ending .exe to something else, like rar or zip.
3. use a program like advanced system care. after installing this software (which is by the way a cleaning tool) you can right click on files and "destroy" it. for installed games you can use iboit uninstaller. most of the times it can deinstall and destroy everything you feed it with.
4. drag your file you want to delete to a different location. try it out if you can delete it then. if not, restart your pc and try it again.
5. if you can at least scissor it to a different place, but canÄt delete it, use an usb stick and put it in there XD. not the best option i know, but better than nothing, right? ^^
i hope it helps ya.