There's another problem, now there's a new undeleteable file, "PaintDotNet.exe" in the same directory.
It brings up a similar error
Error opening file for writing:
C:/.../AppData/Local/Temp/PdnSetup/PaintDotNet.exe
But regardless, the previous files are still in there, and are still a problem if "PaintDotNet.exe" wasn't one