Cant delete a file

From the directory in which WMP is located, type the name of the file you listed -- wmphelp.htm -- into the search bar. If it comes up (from inside the WMP package), right click it, and choose "get info," or left click it and select this from the menus. Then there should be a click box for locking / unlocking the file.

I think you can get away with that approach because it's just an HTML file, and it isn't going to be needed by anything else....

 

You can also hold down the option key while selecting Empty Trash, I believe. That should override any sort of lock.