The solution is to rename the file in a DOS readable format.
Open Windows Explorer
Locate the File
Right click in the File and click on Rename
Rename the file to a short name eg. file
Open up Command Prompt by clicking on “START->PROGRAMS->ACCESSORIES->COMMAND PROMPT”
Locate the file by using the DOS cd command eg. cd directory
Once in the directory of where the file is type in the following command
del FILENAME
Replace FILENAME with your file
Hit Enter
The file should now be gone