Error opening file for writing sfFavorites.dll

When I try to install Smart FTP 2.5.1004.7 I get the error message:
Error opening file for writing
Program Files\SmartFTP Client 2.0\sfFavorites.dll

So I go and uninstall Smart FTP, it doesn't delete the folder and this file (sfFavorites) stays. I try to delete it manually doesn't let me (in use). I reboot try again doesn't let me (in use still). I'm using Windows 2000. What's going on here? I haven't had this happen before. I usually just install over each version I assume this is common practice. So if I ignore and continue the install Smart FTP crashes sometimes when it boots up or erases all my favorites (i assume that file has something to do with that). Any ideas on this one? Thanks.

Hello ...

Please try the newest beta version:

The problem only affected Windows 2000.

Thank you for testing our product.