The unmoveable file may be the Virtual File Management System. If you get up Control Panel ->Device Manager ->Performance Information and Tools -> Advanced Tools -> Adjust the Appearance and Performance of Windows ->Advanced Tab (in that window) , you can set Virtual Memory to zero (not recommended by the OS) and have no virtual memory in your computer while you defrag the harddisk and try to shrink down the volume in Windows. If you have 6Gb of memory in your computer, Virtual Memory should be around 9Gb using that amount of diskspace or 1.5 times the amount of memory in the computer after doing all of any of the stuff mentioned up above. Of course if you are shrinking your drive, that may also stop you from shrinking it down, but then perhaps it still may not let you shrink down to the amount you want. But after all of that you should reset the Virtual Memory close to 1.5 times the amount of memory you have in your computer. On my computer my C:\ partition (I have several in the 1Tb harddrive) is set to 280mB of the total 1Tb hardrive. In Windows 7, Defrag does not show any blocks or anything just percent needed to be defragmented on the drive after doing the Analyse button. (no colored blocks or anything, afterall harddisk drives are way bigger now and those graphics would take more time and memory and make defragging even slower.
Virtual Memory is shown as pagefile.sys in the root directory of Explorer (c:\drive partition) and perhaps hiberfil.sys also. (pagefile.sys for sure). After setting Virtual Memory to zero memory there should be no pagefile.sys file in your C:\ root directory (after restarting your computer to set it). After setting Virtual Memory again afterwards there should be a pagefile.sys again after all the changing.
Hope that makes sense I am pretty sure it happens that way.