1. Try logging out, logging back in, and emptying the trash afterward while holding down the <option> key.
Sometimes, part of a program (especially a badly behaved one like Windows Media) keeps running even after it's supposed to have quit.
2. If that doesn't work, log in as and administrator. Open the Terminal (in /Applications/Utilities) and type "sudo rm -f<space>" and then dragging the icon into the Terminal window. Switch back to the terminal and hit return (without typing anything else) to confirm.
or c if those dont work, or if you dont wanna mess with the terminal, just hold control on the kb and click the app, select show package contents, something within will be locked.
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