Why can't I clean my computer even though I have anti-virus software?

I have Kaspersky Internet Security 2011 and under the "detected threats" tab there are clearly some infectious items present but I can't choose the "Disinfect All" option (it appears un-highlighted and at the top of the list). So instead I tried to 'right-click' and find the file to delete it but Kaspersky will not allow me to "open file where it was initially located" either. I know they are affecting my computer and not allowing me to clean my pc doesn't help one bit. Please, I know this is a technical problem that can be solved, but so far no one was able to help.