Well, it normally only does that whenever you have the file still open. If it doesn't delete, try restarting your computer, and then trying again.
I normally do this whenever a file is pissing me off and I can't delete it, and then it works.
And if that doesn't work, create a new file. Doesn't matter what type and change the name of it to "resource.001". Put it into the folder and it should ask to overwrite, click yes. Now, delete.
Hope one of them work for you.

- Ultimo