In later versions of Windows, you may need to take ownership of the file. Right-click on it and select Properties-->Security tab-->Advanced and pick change under Owner. OK everything then go back to the security tab to edit permissions to "Full Control." It is only one file.
It's a really annoying behavior of modern Windows to assign an owner and permissions on the fly on file creation. I frequently work with boot disks and unpacked drivers which Windows will allow you to copy to a network drive but then not delete. The network drives are FAT32 and the NAS computers are Linux, neither of which even support Windows permissions, yet Windows somehow assigns very restrictive permissions to these files upon creation. You can understand why individually taking ownership of hundreds of files would be a no-go.
Instead of some third-party deletion tool I simply use a Windows XP computer to bulk delete things when cleanup is needed, because it's the last verison of Windows that actually gives you control of your own computer.