Hi Gabriel,
I'm just going to guess at this one. This may not lead to a long term solution, but it might at least let you delete your file for now.
1. Silly question - did you try exiting LabVIEW and attempting to delete the file again?
2. If that doesn't work, maybe try restarting the "explorer" process from task manager or
Process Explorer. (The explorer process is the Windows UI. In XP, it should start right back up again within a second or two. If it doesn't restart and your taskbar is eerily absent, from task manager select File->New Process and enter "explorer") Once explorer comes back up try deleting the file again.
3. If that doesn't work, check in task manager again to see if your compiled executable is somehow running in the background. It could also be accessing that file.
4. If all else fails, there's always the old reboot.
It sounds to me like a process is locking the file you're trying to delete. I sure hope this helps you somehow.
Jim