How do I stop cygwin from creating undeletable files? Or can I delete them somehow?

Once in a while cygwin seem to create files that doesn't seem to be removable at all. When deleting from cygwin it just doesn't happen (rm says nothing, but the file is still there). When trying from the explorer it says that I need permissions from the administrator (and I am the administrator, the delete item in the drop down menu has a shield and I guess that means that I try this with administrator priveleges). When trying from total commander I first get error and am asked if I wan't to retry as administrator and then I still doesn't seem to have permission to delete the file.

I get the same problem if I try to view the file. Problems when I try to view the security properties - must press a shield-button to become administrator and then am told that I'm not allowed to view it unless I take ownership (which I'm not allowed to do).

Why/how do cygwin create these files (I figured out that one was created when running sed -i)? How can I avoid this? And finally is there any sane way to delete the file?

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