Is this happening with OSX or windows? Is your windows on the same machine? How often has this happened on OSX or windows?

Were you able to delete the file in the end?

I also have the same problem with a .DS-Store folder sitting on my desktop.I can not trash it, I have tried with Limewire open and closed, used option and also secure empty trash. It goes in the trash and when I empty it pop's back up. Restart does not help. This is a real pain in the A--. Running OS X
Jim