I'm not completely sure, but what type of file is it? If it's a DMG, make sure it's ejected. Likewise, if it's an Application, make sure it's not running (even if there's no application windows open, it can still be open on the Dock). If all else fails:
Open Finder. Open Terminal, which is located in /Applications/Utilities.
Type "rm", followed by a space.
Click on the trash bin. Drag the file onto the Terminal window.
Hit return in the Terminal.
John A
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