Right click on the task, select 'view log', and see what the error says. If it refers to a file you are not concerned about, there is no need to worry. I find that these errors usually disappear the next time I erase the contents of the Recycle Bin.
There are various clever things you can do to access the files giving the error, but usually it's not worth the bother. What is worth the bother is to read the first few (sticky) topics in the FAQ. You will, for example, almost certainly need to run Eraser as administrator at some point, and the FAQ tell you how to do this.
David