The problem is really how Windows deals with permissions. If it's running as a "Service" (i.e. if you open your services window (Start Orb --> type "services.msc" without quotes) and find Apache Web Server (or whatever Apache service is called)) then it's Apache (and subsequently PHP if run as a module instead of CGI) that is running as a system user which isn't the same as your user when you log in. So you have to "take" the file from the service's control and make yourself the owner.
To make yourself the owner, just right click on the file, select "Properties" then in the "Security" tab and click the "Advanced" button. From there select the "Owner" tab and then click the "Edit" button. Then find & choose your user, then hit OK a few dozen times and then try to delete / move / edit the file.
One thing you can do is use suPHP and SuExec with Apache. You can run them as a user on your system (as you for instance). Then all files created can be edited by PHP and you'll still be able to manually take care of things.
So moral of the story is... when running Apache/PHP as a service (a.k.a. daemon) then it will have the owner set to the system account, not your user. So to fix this either take ownership manually, or run PHP as a CGI and utilize suPHP to run it as a different Windows user.