Windows has an annoying habit of sometimes locking files that it's no longer using. While the system thinks a file is still in use, it won't let you do anything to the file.
There's a small free program called Unlocker
which works great to let you kill whatever process is still hanging onto a file and then delete it, move it, whatever you want. If you're still having problems, you might try it. I have it always installed on all my systems, it's that handy.
If you reboot, that file shouldn't be in use though, unless you have some odd setup that's telling Calibre to start whenever you start Windows. Or if nothing else, boot up into safe mode and you should be able to delete the file that way.
Edit: OP snuck in a post while I was typing that it's fixed now, but leaving this info up in case it helps anyone else. Unlocker is really a handy program to have.