If you see a Windows Security message saying These files can't be opened when opening an executable or other file, here's what you need to do!

Windows won't let you delete, move, or rename a file if a program is using it. Frustratingly, it also won't tell you which program is using the file so that you can solve the problem.

If you can't delete files and folders from your external hard drive on Windows PC, Take ownership, REmove Write protection or follow these other fixes mentioned here.

I have a folder full of .MHT files created by selecting "Save As "Web Archive, Single File". I have never had any trouble opening them on my PC, or any other PC running a current version of IE ...