>>>Attached please find the error I'm getting in WE when I log as a regular user and try to delete this file from the Windows Explorer.
>>
>>Try to copy this file in c:\ProgramData\xxxxxxx
>
>What exactly do you mean? Do you suggest me to try in WE for this user to copy the file into another directory under ProgramData ?

Yes,
Use ProgramData Folder to keep you files.
This folder should be accessible for all users.

**** Get \All Users\Application Data (XP) or ProgramData (Vista, 7) folder
DECLARE INTEGER SHGetSpecialFolderPath IN Shell32.DLL INTEGER, STRING @lcPath, INTEGER, INTEGER
lcPath = SPACE(255)
IF SHGetSpecialFolderPath(0, @lcPath, 35, 0) == 1
   lcPath = ALLTRIM(lcPath)
   lcPath = ADDBS(TRIM(lcPath,1,CHR(0)))+[Naomi\]
   TRY
      *** Just in case the folder exists
      MD (lcPath)
   CATCH
   ENDTRY
   ** Test for copy file
   COPY YourFile.TXT TO (lcPath+"Test.TXT")
   ** Test for delete the file
   ERASE (lcPath+"Test.TXT")
ENDIF