Need help removing a virus!

So I did a scan, and it showed be that it found some Trojan. It showed me the path to where it is but it is in a setup.exe file, and I couldn't delete that file so I went into safe mode. There I couldn't delete that file as well, but I found on the web that u can delete files with cmd (command prompt or something) but then I thought about there being more setup.exe files and I could be deleting something important. Can somebody shine some light on my problem and help me delete that Trojan? And yes, the antivirus blocked it but I want it deleted.