Can't delete some files?

I had some picture files in a drive.I have win xp sp3 & 360GB HD.I deleted those pics last month.when i look into the folder the files arent there.But when i search in that folder for *.jpg some piture files are coming with Zip information: compression:Deflated.The file's destination is not clear.When i try to deletd the files it cant be deleted.Says cant delete the file.Please someone help thanks