not sure if you've fixed the problem yet, but i've had that problem a couple of times with avi files. assuming you have run a virus scan and it's come up clean then the file is probably corrupt/partial download, or is using a codec you don't have. i found the problem was with windows XP. it has a feature that gives a preview in the details box on the left of the file you have selected so image files, video clips, MP3s etc are all previewed. the problem is that when you have a broken file, windows will attempt to scan the entire thing to determine its properties. which in turn will cause high cpu usage and will prevent you from deleting/renaming/moving a file. so, easy trick to try? right click the file and select 'cut'. now open your recycle bin and paste the file. then empty the recycle bin. hope that helps.

I had this same problem with a .jpg file. File shredders didn't work, antivirus didn't detect it, and there was no way to modify it at all. Finally I just went into limewire and deleted it from the library ... and POOF it's gone