What i did was create a notepad file that was blank and saved it at the same location as the file that wont go away. once saved. I right click the new file and rename it to the exact name as the problem file. Be sure to change the file extension (ex: .doc)
ex problem file: word.doc
new file: word.doc
as long as they match eachother exactly you should see the problem file disappear and once thats gone you can delete the new file created.