Open a command prompt
Type CD %temp%
In this folder, Arduino builds the sketches
You can also type %temp% in the explorer path for Vista, Win7/8, maybe XP
You can also from the command prompt, after the CD %temp% command, type “start .” (that is ‘start’ ‘period’ without the quotes) and press Enter key to start explorer in the current command directory.
Anyway, this is where the build process happens. On Vista and later, running Arduino with Administrator permissions ensures that the program can write, rename, and delete.
I have seen this happen on Vista without Norton/Symantec installed, only Microsoft Windows Essentials. In my case, it cured itself after a few seconds - I was doing back-back compiles; compile check then immediately compile upload. I suspect that the AV program had some files still tied-up and just have not released them (although the AV file scan architecture is suppose to prevent this issue.)
Recommend cleaning out your %temp% directory and then restarting Arduino. If problem continues, try turning off UAC, if continues, run Arduino as Administrator.