- at least one of the scanners determined that these files were malicious
Lol,I wouldn't put too much trust in VirusTotal's results,
as it's quite easy for AV heuristics to get fooled...
It's way more than a few times that I've came across legitimate apps,
that at least 30-40% of the AV products triggered a false alarm...

Not talking about actual malware that goes completely undetected,
as this is by far more common...in short,you can never be sure about with AV's detection rate,
especially nowadays that things evolve way too fast,even VirusTotal states that clearly...
Anubis is also a nice service to keep in mind and make use of,
in case the sample is smaller than 2mb...gives a really useful 'behavioral' report:
http://analysis.seclab.tuwien.ac.at/But I have started seeing cases where these files dont allow the permissions to be modified..
...windows permissions,a bit of pain in the...when things got way too much complicated,
I used to fire-up a command prompt under 'system' account,
then did the job with SetACL,xcacls,subinacl and few other tools taken from the resource kits...
SetACL is here...open source project:
http://setacl.sourceforge.net/ACLView is also a quite good solution,if (...for some weird reason) you dislike command line apps...
http://www.nativecs.com/page.en.php?f=data/en/aclview.descFor deleting files regardless of permissions/handles/whatever,
until now I have been using "Unlocker",it has never failed on me,driver based...
He,now that was a nice coincidence,just yesterday I stumbled upon a tool,
that claims that it deletes files while bypassing ntfs permissions,
but it doesn't use a driver to get the trick done...
http://seconfig.sytes.net/delany/Take also a look at his BreakPE,quite dangerous tool though,lol...

...working on the behavioral or dynamic part of malware analysis...any insights on this...
Pheew...we could talk hours,if not days about this,he-he...

I mean,it's a quite general statement,lol...lot's of stuff,tools,info and tutorials in the net,
in order to make the task of behavioral analysis easier:
the SysInternals suite obviously,the malware analysis tools from iDefense,
Regshot,api tracers,and the list goes on...now,ok,let's see/think...
you said you need to record a VMware session,in order to make a presentation afterwards...
my guess you'll probably find this recently released utility more than useful then:
http://zairon.wordpress.com/2007/09/19/tool-compare-vmware-snapshots/VMware can be kind of tricky though,lots of malware use anti-vmware tricks nowadays...
but for the most part of it,DeepFreeze or say Qemu and similar apps can give a solution to that,
in case you don't have physical access to many different boxes...
I guess I should be able to locate a good one by running a few - right?
...had came across more than a few chinese "drive-by-download" domains,
in the middle of November or so...
some of them attempted checking the os/browser version,
and depending on this info,they ran multiple ms06/ms07-based exploits...
thereby if you play a bit around with the http addresses,
that are mentioned in the latest threads in the 'Malicious Domains',
it's almost certain that you'll stand..."lucky",ie.infected...

It's been while since though,thereby it's quite probable,
that some of these domains might have got killed by their admins or the isp providers...
The main list is regularly updated though,
thereby it really won't be difficult to stumble upon what you need...