You can remove with dos.
1) Find virus file(through Process watcher or an advanced task manager ).
2) Close Process.
3) change file attribute with dos on 'Attrib virus.exe -r -h -s'.
4) delete file with dos 'del virus.exe '.
5) go to registry editor and Search for virus files and delete all hives with virus information.
And yes also remove cookies sometimes virus comes into the computer due to that.
2.Click File>Save As..>
3.locate the folder where ur undeletable file is
4.Choose ‘All files’ from the file type box
5.click once on the file u wanna delete so its name appears in the ‘filename’ box
put a ” at the start and end of the filename
(the filename should have the extension of the undeletable file so it will overwrite it)
6.It should ask u to overwrite the existing file, choose yes and u can delete it as normal