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Have you tried Spotlight to filter out locked items only? And then try that previous tip.
EDIT: Or not, doesn't look like Spotlight can help on that one.
 
I've had this in trying to trash files that have helpfully been locked by Microsoft (in WMV, as you asked). It has several deeply embedded series of folders, and as far as I'm aware, the only way to deal with it is to get the information on each file, and then unlock each one by hand grrr. And yes, I did try changing permissions, applying all, etc.

Why do companies lock files???
 
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