I've found a way around my previous grievance about Vista's over-protectiveness of files, and not allowing them to be deleted when they're no longer wanted. Windows 7 has to some extent carried over the same over-protectiveness. But a program I once used in XP seems to offer a workaround for this. It's a third party file manager program called ExplorerXP.
As long as it's set to run as XP compatible in the Compatibility option, it bypasses the unnecessary over-protectiveness and allows me to delete files I no longer want. Of course, general common sense applies here. This sort of thing should never be used for deleting any important files Windows be reliant upon.
I've not tried this app under Vista as I haven't had that installed since it was a preview release candidate version, but it works well enough in Windows 7.