Write down the filename and try to put it in a really simple directory that you make like'1'. Then go to the DOS screen and cd to that directory and do a del *.*. Make SURE you are in that directory tho and that that file is all that is there. THAT should kill it. If you don't know how to do this, I'll be back later. Get me on ICQ.
Rememeber in DOS mode the file name will switch to ddddd~1.txt etc. It will step on the filename to force it to comply to shorter filenames with a ~number at the end