Silly question, but after deleting the files did you empty your Recycle bin (windows desktop) or Trash (mac desktop)?
Ah, looks like the files are still there. Are you deleting them from within elements? Is elements still running? Have to tried a restart and then deleting them? Alternatively, have you tried deleting them from cmd prompt? Also, does the account you are using have rights to delete the files?
Just throwing these out there.