How to delete a bad file from hard drive

One of our users has an Excel 5.0 file that shuts the programs down whenever it is opened. The file was copied to a disk and can be successfully opened from that location, but the file on the hard drive continues to shut Excel down when accessed. I would like to delete the file entirely from the hard drive, but when I attempt to do so, I get an error message telling me the file cannot be deleated because it does not exist. I have also tried to rename the file, but get the same message.

I need to get this file off of the hard drive, and I would really like to get some thoughts on why it could be copied to the disk and runs from there, but will not work on the hard drive.