well, when i have these happen to me plenty of times
sometimes WIndows itself is holding onto the program and doesnt allow it to be changed

open up task manager, or just CTRL ALT DELETE.

look for explorer.exe in the process menu. and end process

then goto the applications TAB. click browse, you're supposed to use it to find a new program to open, but what you do is, find the program you want to delete. and DELETE!!

works for me most of the time.