We need more af a descriptive blow-by-blow to diagnose where the error is. If you can directly select the file, right-click and see if "Move to Trash" is an available option.
Also, as Eidorian mentioned, we really need to know specifically what files, where they're currently located, if they're in use, and the method(s) you used to attempt to trash them.
In any case, you came to the right place.