Hungryman,
You might try right clicking on the file and going to 'properties'... make sure that none of the 'Read Only' , 'Hidden' or 'Archive' boxes are checked.
Another trick is to slowly double click (or right click and go to rename) and rename the file. Don't just call it something different, change the file extension to .txt or .html or .rotinhellgatesyoumotherfucker Once you do that, then attempt to move/delete it.
Hope that works for ya...
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