Trying to remove a file

So I tried downloading ACE Online game client. After successfully downloading it from their mirror link, the file wouldn't launch. So now I'm trying to trash the file, but it won't let me. Whenever I touch the file, problems starts to occur: window freezes up and becomes unresponsive. Takes several minutes before I can even exit out of it.

...what the hell? Will a system restore remove it?

Try deleting the said file with Unlocker :P

If I ever get that issue I use "Spybot Search & Destroy"'s "File Shredder" so you can give that a shot if you want.
It comes installed with Spybot S&D as a sub program.