Probably old fashioned and too simple, but did you check if any files in your Downloads folder are marked as write-protected?
In Explorer, right click on the Downloads folder, choose Properties from the menu.
A new window will pop up, named Properties of Downloads (or something like that. Sorry, my OS is German
)
See if the write-protected option is checked in the field Attributes. If it is, uncheck it and click ok.
Most likely, a warning will appear, asking if you want to apply the options to all subfolders and files or rather not.
Apply to all subfolders and files and have patience till the process is done.
Then try to run Bodyshop or the game again and see if you can delete those files.
Oh, and deleting groups.cache every now and then and especially if you have problems is your friend