|You might try this from a command prompt window as well.|
Open your command prompt window (ie: Start >> Run >> type cmd and hit Enter) and change to the folder the file is in. Do a directory listing (dir command) so you can see the filename. It will have a tilde on the end (~). Now do a del command and begin typing the filename in. Do the first three or 4 characters and then hit your tab key to autocomplete the rest of the filename and hit Enter.
If your filename has spaces then you'll need to enclose it in double quotes.
Say you have filename:
It matters not how straight the gate,
How charged with punishments the scroll,
I am the master of my fate;
I am the captain of my soul.