Files Show But Don't Exist

Ok Hi guys. Its been a while since I posted here. I have a CD I Ripped so I can play it on my Radio show from Jedi Mind Tricks and I have one file that seems to be invisible to the system but not to me. Here is the problem. I can't REWRITE or WRITE Over this file. And it tells me the file does not exist all though I can see the file right in front of me. Here is some screen shots.



As you can see I am looking to get rid of 02 Battle cry (long name) but tfrom the alt menu there is no DELETE, RENAME, or PROPERTIES. THis is what happens when I tried to rewrite or write over it.



plus Ic an't open it in Notepad cause it says "Access is Denied" and it will not play in any player. HOW DO I GET THIS OFF OF HERE and WHAT IS GOING ON?

Any help would be great.