Are you getting any error messages when you try to delete (eg can't delete because the file's in use)? Make sure LW's shut down before you delete from the shared folder, just in case the file's being uploaded at the time. Try rebooting in safe mode & see if the files delete properly.
Microsoft Corporation

Otherwise, try one of the tools here (I've used both Unlocker & DelinVfile).
Incomplete Download File won't delete at all.

Does your computer seem to be running normally? It might not be a bad idea to update your AV & scan your computer...just to make sure there are no nasties associated with the files

Birdy thankyou for your reply, the message i get when i try to delete is: This is nolonger located in shared folder verify the items location and try again, when i try to open the file at its location it just takes me back to the shared folder which is now empty, but when i do a search all the files reappear, also if i press start and do a search from there they also appear on the left column, tried booting in safe mode did a search and low and behold there not there??. did a virus scan with mcafee and the computer is all clear. also tried with LWs shutdown and also removed from from the computer but still no luck.