Undeletable email attachments

Has anyone else experienced this: spam with attachments that can't be deleted by Windows in the ordinary fashion, because they're "in use" by another program? These are PNG files according to the two PCs of mine where they've been received. I was able to delete them using a free program called MoveOnBoot, but it's a pain to have to delete them by rebooting a computer. Are these PNGs some new kind of spyware? What processes are they launching? I can't tell.