Can't delete a zip file

I've got a problem.

I can't seem to delete a zip file.

It shows in explorer and has a size. However, right clicking only gives the options: Open, Explore, Open With..., and Send to.
It doesn't seem to give an option to delete. At teh same time it cannot be moved or copied either. Highlighting other files with it and clicking properties comes up with the results of 0 files and 0 folders.
The only option that works is Open With..., and I tried opening it with 7-Zip. When i try to open it with 7-Zip, I get an error message stating Windows can't find the file.

It's almost as if it is there, but isn't.

Any methods for getting rid of such files?

google unlocker and gtfo

Unlocker doesn't work.

funny, unlocker should have worked or told you what program had it open.

- start->run->cmd->chkdsk [whatever-drive]: /f
- do virus/spyware check
- reboot, go to safe mode, try deleting it there
- if that fails, reboot, kill all unecessary processes
- try unlocker again after a reboot and cleaning of your system
- still fails? do rootkit check (www.sysinternals.com)