Try this. Reboot your computer and then open Task Manager (CNTR-ALT-DEL) to see if the program is running. If it is, you'll have to shut it down before you can delete it.
If it is not running but won't let you delete it, open the program file and see if it has an entry for "Uninstall." If that doesn't work, open the file and delete everything you can. When yu can't delete anymore, reboot and keep trying.