LOL at you boys
You don't need to download jack, just use MS-DOS (cmd.exe in Run) to delete them.
Reason windows wont delete them is because they probably have erroneus characters, or extremely long filenames.
Run DOS, navigate to correct folder (using dir and cd commands, cd c:\my documents\my pictures\, type dir again, see if the files are listed, then use del Britney* etc etc)
Will work no problemo, failing DOS skills though go get a program called KILLBOX, beaut of a program, will delete and stop any process/file at one-click.