My friend gave me a USB key that has Windows Viruses on it.
On my mac, when I try to delete them it fails and tells me that those files are "locked". I ran an anti-virus, which also was unable to delete them for the same reason.
There are two options for files that came from a Windows drive:
i) to get the file information. There in the "General"-tab you can find and opt-out the "Locked"-option. Trash and delete them.
cd /Volumes/YourDrive, then
rm -r thefile.exe. If that fails, try
sudo rm -r thefile.exeand enter your password.
Mac has other steps if you can't unlock the file - see this article - TS1402 for details on immutable flags and if the directory permissions won't let you modify a file. The two above steps handle the vast majority of locked files on the mac.