Things to try.
1. Drag and drop to recycle bin.
2. Right click on it, delete
3. Right click on it, send to mail recipient, mail it to yourself and then delete the new mail.
4. Send to dvd,usb memory stick and then format to remove it.
You could also use a little program, (Search Everything) find it and remove it. With this program you must be careful what you are removing.