Check your access rights of the path and the files. Sometimes when files are copied from extern the rights are set to read-only.
Thanks Bob. First, I was correct in that the problem was solved after evening shut down and morning start up, that file was magically gone!
Second, I found that there was an access rights issue, Windows 10 wouldn't let me change them to allow me to delete that file. I need to research this to solve it. I also tried deleting it using command prompt with admin rights, but nope. Windows 10 doesn't provide an admin sign in when it tells you that you need them. Oh well...I'll figure it out.