I started with the last solution you had and then went to the top. Ask Leo was the only one that worked for my situation. All the other programs I tried said 'file not valid' when I tried to delete my file. Here are the options I tried before I finally got rid of my file.
First I tried to right click but I could not get a Delete nor a Rename to pop up.
Then I tried to drop and drag to the recycle bin but absolutely nothing happened there.
That’s when I started to download programs and the only one out of 4 that worked was this one- http://www.purgeie.com/delinv/index.htm
The third one in Lord Of The Rings List about Ask Leo worked for me.

Thank you very very much.

I have a mpg file. Several actually. Which all have been deleted. However, I go to Search under the START Tab on the vista. It displays some of the mpg's that have been deleted. I go to delete them, it says " This is no longer located in *******. Verify the items location and try again. WHich they all say that. I have tried the "unlocker". Alot of shortcut fix programs. Registry fix programs. History deleters. EVERYTHING. Im getting tired of it saying its not there, when there it is on my screen, its there. So obviously the computer is stupid?