unable to delete temp internet files

I am unable to remove 1 temporary internet file using CCleaner. It appears to be

C:\WINDOWS\system32\wbem\Logs\wbemess.log and appears in both the windows and applications sections. I have found the file using search on my pc. Is it ok to manually delete it and why doesn't CCleaner delete it?

Because it is not a temp internet file but the message file for Windows WMI system. I've no idea what would happen if you deleted it, but I wouldn't try. You could upgrade to Vista which doesn't have or use these files (but has zillions of others!).