How to delete names of already deleted files.

I have moved files to a CD to free hard disk space and the
files have been actually moved to the CDs. However, the name of such files still appear on the list of files, but with 0 bytes capacity, indicating that the files have been actually
moved away.

When I try to erase or delate those files name, I am told it can not be done because files have been probably moved
away. ! Have attempted to drop those files name into the
Recycle Bin hoping to get rid of them but it did not work.

Can somebody indicate me how to do it?

Thanks for trying to help me but this is not the case,
It is not about files awaiting to be burned to disk.

The problems was solved after downloading UNLOCKER.
Many thank to all people who tried to help me.