If someone is uploading it from you, you won't be able to delete it. Try going to your library page, right click on the file and stop sharing it, then try to delete it.
If that doesn't work, try hi-lighting the file in your library then click the explore button. This will open the folder with the file in it outside of LW(in Windows). Shut LW down completely(not running in the taskbar). Now try deleting it from the windows folder.
If still no joy, try deleting it in safe mode, or try one of the tools here.
http://www.gnutellaforums.com/174735-post2.html