Not able to delete the file after using WinSCP

I am using WinSCP com library in my vb6 code.
Now it was all working fine in my local, i just deployed WinSCP in Server and ran my program.
From that time i am not able to run the code as it's giving permission denied error.

I dug deep and when i physically go and delete the file i am getting following error:

Make sure you call Session.Dispose at the end of the session.

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