Remove write protected file

This has happen when i have downloaded avast free antivirus. But i don't know it was a corrupted file, but once it was save, it was impossible for me to remove it, I have CLICK START=>RUN=>type REGEDIT=>try to find Storage device policies, but i couldn't find. I have search the internet,try to find the solution of my problem, but none of them didn't work. HELP PLEASE:-(