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I can confirm that putting a list() around the generator allows the removal to proceed:
diff -r d2453f281baf Lib/packaging/install.py
--- a/Lib/packaging/install.py	Fri Jun 24 10:21:46 2011 +0100
+++ b/Lib/packaging/install.py	Fri Jun 24 12:48:33 2011 +0100
@@ -389,7 +389,10 @@
 dist = get_distribution(project_name, use_egg_info=True, paths=paths)
 if dist is None:
 raise PackagingError('Distribution "%s" not found' % project_name)
- files = dist.list_installed_files(local=True)
+ # list_installed_files returns a generator, and we need the
+ # RECORD file itself closed so that we can move it - under Windows,
+ # you can't move an opened file
+ files = list(dist.list_installed_files(local=True))
 rmdirs = []
 rmfiles = []
 tmp = tempfile.mkdtemp(prefix=project_name + '-uninstall')
The error message does need fixing, though, for cases where something else has a distribution's files open.