How do you delete files that say you can't delete them?

I'm trying to delete several files (one, an application; the other, an Excel file) but whenever I move them to the trash, I get an error message. The Application (Skype) error says I have to unlock the file, but after I unlock it (using File->Get Info) and I type in the administrator password, it gets me back to the beginning and I have to do the whole thing over and over again.
When I try to delete Excel file, i get a dialogue box that says "The operation can’t be completed because the item “NY alumni list.xls” is in use." But the file is only being used by me; even after I make a small change and resave it and then try to delete it, i get the same error message repeatedly.
i'm wondering if the files are corrupted or something and if so, how do I get rid of them?

thanks for the response. neither item allows me to move it to the Trash.
The error message I get with the Skype app is: "The operation can’t be completed because some items had to be skipped. For each item, choose File > Get Info, make sure “Locked” is deselected, and then check the Sharing & Permissions section. When you are sure the items are unlocked and not designated as Read Only or No Access, try again."
But it's not locked at all.
The error message I get with the Excel file is as I wrote earlier.
I'm really stumped by it.

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