They are safe to delete, they are leftovers from MS updates that did not get cleaned up.
Open an elevated Command Prompt window and leave it open. Close all open programs. Click Start, Run and enter TASKMGR.EXE Go to the Processes tab and End Process on "Explorer.exe" Leave Task Manager open. Go back to the Command Prompt window and change to the directory the AVI (or other undeletable file) is located in. At the command prompt type DEL where is the full path to the file you wish to delete. Go back to Task Manager, click File, New Task and enter EXPLORER.EXE to restart the GUI shell. Close Task Manager.
This will delete a specific file in a folder
Del C:\folder name\HotFixInstaller.exe
To delete a folder and All it contents
RD /s C:\folder name
If this does not get the job done right click on the folder, select properties then go to the security tab and add your user account to the "Group or User Names" list and give it full permissions, then try delete again.
If all else fails boot from an Ubuntu CD (do not install Ubuntu, just run from CD) and delete the folder(s) while in Ubuntu.