Ted
Hello,
Thank you for your feedback!
SKYBOX will only read the files when it is running. It will not change file properties. When the app is reading the files(such as playing files, loading thumbnails, and etc.), you're not able to delete the files on your PC.
If you want to edit/remove the files, please quit the app on your VR headset first. If you still can't remove the files after closing SKYBOX, you can restart your PC or SMB server. Maybe there are some bugs in the server side.