I'm not sure what you mean by "they resulted when I tried to copy a file," and am wondering if you, or the PDA, cancelled the operation. In any case, the main question here is what the files are. There are some files, such as "ignore_my_docs", which are system files that cannot be deleted, and will be recreated if you do delete them. (In the case of "ignore_my_docs", the most commonlly encountered one, it exists to tell the OS and programs that there is no "my document" folder on the "drive," so there's no reason to search for such.) It's also possible that those files are being used by a program that is running in the background, and thsus cannot be deleted at this time. To close open programs, go start->settings->system->memory->running programs, and stop anything that's running. Give a shout back with the file names and types and we'll see what's what.
Hope this helps,
P.S. Only programs designed for the PDA, and specifically PocketPC 2002, will work, or even be able to install. This is because although it's still a Microsoft product, it's a completely different operating system for a completely different device. It is also because of this that Cnet has a forum dedicated to Handhelds, including the PocketPC and Palm.
I have two files in the "Built-In Storage" of my Axim X5 (running Windows Pocket PC 2002). They resulted when I tried to copy a file (two separate times) but cancelled the operation halfway... and I can't delete them. Is there any program that will allow me to get rid of them? I checked out "Delete FXP Files," but that doesn't work with Pocket PC.