You can try to delete it in safe mode. I don't go there unless I have no choice. The reason for that is after being in Safe Mode, many of your settings revert to Windows default and you have to reset them.
I'd rather boot to the Comand Prompt and delete a file from the command line. If you need help and want to do it that way, post back. Right click on the file and choose properties, look for the Dos name. Also, what is the path to the file?
Someone will be able to write you a command to delete it if you like.
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