It’s a fairly common problem with Windows. Somehow a program manages to create a file with a name containing illegal characters or otherwise outside the file system’s parameters. No matter what you try, you just can’t rid yourself of it. The file certainly isn’t in use and being locked up by another program. Trying to delete or rename the file only results in Windows telling you the file cannot be found: “This is no longer in <location>. Verify the item’s location and try again.” Even running the Command Prompt with administrator privileges doesn’t allow you to move, rename or delete the blasted thing!
Fortunately, I managed to find an easy solution. Fire up the 7-zip File Manager, and rename the file from there. Bingo – don’t ask me how Vista couldn’t manage it, or indeed why 7-zip could, but at least now you can delete the damn thing! Kudos to the guys on this forum for the answer.