CDF File in Windows causes Problem

I have a .CDF file that is causeing my virusscan software
(McAfee VirusScan 8.0) to hang up on this file. When I
attempted to delete it, it states that the file is in use
by another person or program. I right click on the file
and select open channel and it opens a blank IE window.
I don't recall my virus checker ever having a problem
completeing a system scan. Does anyone know if it is
safe to delete this file. Eventhough is won't let me, I
have a source that has been successful in the past
deleting files that wouldn't delete in windows.

Any insight would be great.
the file is: C:\Windows\{00000000-00000000-0000000B-
00001102-00000004-10021102}.CDF
Their is also a related (same location and number
sequence as above) .BAK file, but this one does delete.

CDF File in Windows causes Problem