Corrupt file

I have a few files I want to delete. When I try to delete, a error appears saying the file is corrupted. Then it will not delete or close untill I go to the task bar and close It.

 I contacted Dell They tell me I need to reinstall my Xp I am not going for that answer. That seems this is their way of getting out of help. Just reinstall ...like I want to lose everything. They tell me to just back it up...None of these things are that easy. There must be a simple way to delete a cottupted file...

Any help will be greatly appreciated...

I am running XP professional on a dimension 8400 1GB