I would first try quitting all applications, or restarting your machine and deleting the files normally before messing with the terminal if you arent familiar with unix commands.
If that doesnt work, or you want to give command line a try anyways, launch the terminal application, in /applications/utilities/
then to delete a stubborn file, type:
"sudo rm -f "
(without the quotes, and note the space after f)
and then drag the offending file into the terminal window. That will automatically add the correct file path. Then hit return,
and it should ask for your password, enter it and hit return. file is gone.
repeat for any other stubborn files.
if you need to delete a whole folder, do the same thing but type "sudo rm -rf " and drag the folder into the terminal window.
the f is for force delete, and r is for recursive, and will delete a folder and everything in it.
sudo is a command to execute commands as if you were the root, or superuser. Its safer than enabling root access, but you can really mess things up if you arent careful with it.
rm is the remove command.
Using the command line is completely unnecessary in OS X. It can be very useful if you want to take the time to learn it though.
Hope that makes things clearer instead of otherwise.. heh.
If you have any other questions, post or PM me.