Dana is on the right track, giving you great advice.  Most likely, something has changed the permission values (whether you're "administrator" or not) for these files.

It's just a matter of choice, but you might try to use "Unlocker" if you have Windows XP, or if "UnlockMe" doesn't solve it. Maybe try it second?

The Nonags page is here:  http://www.nonags.com/freeware-unlocker_770.html. 

But I would get the latest version from their homepage maybe (http://goo.gl/JZ68t).

One thing about your post has me concerned.  You might want to think about "why" this has happened, and whether is was caused by malicious software.  You mentioned that you were downloading MP3 files.  That can be a problem, and why I usually avoid ripping music from certain websites.  And, BitTorrent programs like Limewire are notorious for this. Keep this is mind while you're doing it, and you'll probably discover the source.

If you need further info about deleting locked files:

http://goo.gl/BYWna  or  http://goo.gl/zYdqr.

IMPORTANT NOTE: If you do try Unlocker, be aware that the latest version has an option (during setup) to install a third-party toolbar. Make sure to uncheck this box.

NOTE TO JIM: The homepage link has changed from the one on your listing.

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