I don't know if this would work, but it's worth a try. Open Word, open a new document, type in a sentance or two, then Save As. When it asks where you want it, click on this file that won't go away so that your new document is named the exact same thing as the old one. Say yes when it asks you if you want to replace the exsisting one. Close out of Word completely and then try to delete it again.

The headline has nothing to do with this post which is making me wonder if a real person asked this. But, I'm at work and killing time, so real or robot, I'm fine with it.