Whats with dll files?

I keep getting cannot move or cannot rename: *File*
Make sure the disk is not full or write-protect and that the file is not currently in use i keep getting that with ano087535 and other peoples hacks. Its so annoy can anyone help me overcome this situation its starting to tick me off. And it makes it really impossible to inject the hack ty.

have you ended engine.exe because that sometimes keeps running or some other related prosses

I am talking about renaming them, moving them etc and this comes under inject. The only thing i can do is scan and delete it through Spyware scanner thats all. It feels like i need to disable something in security options. On Vista i can do anything freely to dll files but when i am on my computer that runs XP and can't do anything=(. Think only Dave could answer this or someone that knows about this stuff.