Deleting a Non Existent File From Windows Doents Folder.?

I'm using Windows XP 2002 and I am trying to delete a file from my doents that is a remnant of a file that has already been deleted. The file size reads "0 kb." but every time I try to delete it i get the message "Cannot Delete File: Cannot read file from the source or the disk" The name of the file coincides with other ones I use quite often and it's becoming a pest. I have tried renaming it but the system won't have that either. It also interferes with my copying of this particular folder for backup purposes as everything stops when it hits this thing. Any thoughts on how I can get rid of it would be appreciated.(I wish I could remember how I created this problem in the first place)