You have the command - del. MaxDi will give you the dos name to use with that command. Don't forget to add the file extention, eg Never Before.mp3. If it is stubborn try this>
Close all open applications.
Open a command prompt and navigate to the directory with the offending files.
Then open the Task Manager and click on the Processes tab. select "explorer.exe". Click "End Process".
That will leave you with only the command prompt and the task manager running.
Now at the Command Prompt, its time to delete the file(s). Using the DEL command. Example c:>\movies\DEL movie.avi
Now the files are deleted, go to the task manager and click on the Applications tab. Click the "New Task" button. in the dialog, type explorer.exe and click OK.
OR this (not tried)
Just open NOTEPAD and then click on "OPEN". Navigate to the file in the little Notepad "explorer" window and right click on the file and delete it. Supposedly that's will do it.