Ok: here's what you should do:

1) Hit CTRL+ALT+DELETE. If you are running windows XP/2000, hit processes, then look for a running process called PI Monitor.exe and stop it. If you're running windows 9x or ME, look for PI Monitor.exe in the list and hit End Task.

2) Try deleting the file again. It should work this time.

3) (extra bonus step if you are using XP go to add/remove programs and try to unistall the program again. It should say the uninstaller wasn't found and offer to remove the entry from the list. Accept that and it will be removed from the list.

Your software should be gone!

Hope that helps,