The problem you're describing is because the infected program is running and it therefore cannot delete it, restart your PC and hit F8 just after post and before the windows start up screen and boot into safe mode, then you should be able to do a scan with NOD32 to remove the infected file(s).
If that is successful I recommend doing the
prework and posting the logs back so people can take a look and make sure there is nothing else lurking, which wouldn't be good.
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