well first i would like to say that when XP is not allowing u to delete it directly refers to the important files that are necessary to keep the XP running properly...so i recommend you to please dont delete those files...anyway if u still want to delete them...heres the procedure
Open a Command Prompt window and leave it open. Close all open programs. Click Start, Run and enter TASKMGR.EXE Go to the Processes tab and End Process on Explorer.exe. Leave Task Manager open. Go back to the Command Prompt window and change to the directory the AVI (or other undeletable file) is located in. At the command prompt type DEL <filename> where <filename> is the file you wish to delete. Go back to Task Manager, click File, New Task and enter EXPLORER.EXE to restart the GUI shell. Close Task Manager.
I hope that would have solved ur problem..if not do reply and if it works you owe me a thankyou