I’ve got a netsky-p infected file in one of my internet mail accounts that I can play with. If I place it on the desktop and scan for viruses, avast finds it but can’t remove it, like I described (but I can remove it myself manually). One thing I hadn’t considered is that it is a zip file. If I extract the file from the zipfile, avast finds it when scanning and removes it without a problem. I think drahnier is right about files in the temp directory: to look into the archive, I think avast makes winzip extract the infested file to the temp directory. And that’s probably where something goes wrong with the file locking.
Anyway, a big thank you to all who replied 