So whenever I'm in a file explorer window and I want to delete a file(eg PDF) I get a "File in use" message.
I've figured out that this is caused by the preview pane. No preview pane no message and the file deletes.
I want to know how I can delete a file with the preview pane active because I want to check the contents to make sure it's the correct file I want to delete?

After going through your post, it appears that you have an issue with deleting the PDF files. However, in order to guide you in the right direction; I will need some more information. Please help me by answering the questions mentioned below.
1. Do you face any issue while deleting the other files?
2. Which antivirus application are you using?

In-order to fix the deleting the PDF files, you may try these methods.

Method 1:
Keep the computer in clean boot and check the issue status.
How to perform a clean boot to troubleshoot a problem in Windows Vista, Windows 7, or Windows 8.

http://support.microsoft.com/kb/929135

Note: Please go through step 3 of the Kb to keep the computer in normal startup after fixing the issue.

Method 2:
You can view all programs that are currently running on your computer in Task Manager.
Check if there is any process running related to the file is running. If you find any, right click on the process and end it.