uninstalling AdKiller problem

I run win xp and wanted to uninstall AdKiller.
I did the initial uninstall via control panel.
I then did a search for AdKiller and deleted all files except one:

AdKiller.exe

Every time I try to delete I get the message:

Cannot delete AdKiller: Access is denied
Make sure the disk is not full or write protected and that the file is not currently in use.

Any ideas greatly appreciated

 

Have you restarted and then tried to remove it?

Also, make sure it is running in task manager. If it is, close it and then delete the file.

 

Endemix as suggested it was a running process in task manager. Once I stopped it I could delete it.
Thanks