Instruction on “how to delete mpeg-4 files” ?

Hello Experts,
I use the windows XP OS. I can't "delete mpeg-4 files". While I am trying to "delete mpeg-4 files" every time shows access denied. I can't understand what's the problem with it. So I need help. Can anyone give me some instruction on "how to delete mpeg4 files" I will be grateful to him.
Regards.
Smith Agail
