Can't delete "Mcmpgdec.dll"

[Omeguz]

Here's the issue:

I installed a demo of a video editing program (Sony Vegas).

I uninstalled it, ran CCleaner (registry cleaner), and all seemed well, except that the folder that I installed it in is still there!

So, when I chose to delete it, I get a warning saying "Renaming, Removing, or deleting 'Folder' could make some programs not work. Are you sure you want to do this?"
I click YES.

Then I get "Can't delete Mcmpgdec.dll - Access denied. Make sure the disk is not fully write protected or currently in use."

Anyone got any ideas how I can get rid of this sucker? Like I said, I already ran CCleaner.

Thanks