For this sort of issue I boot (no install) an UBUNTU CD and click around to that location. Select it, tap delete and it's gone.
I have been backing up my computers religiously. I will open another question post about what specifically is recommended for backups but for now, I need to find a way to get rid of this file on my 250GB Seagate FreeAgent drive. I suspect it got there from backing up my computer which is NTFS and onto the FreeAgent Drive, which I suspect is FAT32, and now, I can't delete it. I can't move it or rename it or anything. What ever I do, pops up this warning... (see screenshot)