Try
Spybot-Search & Destroy
When you install it use the Update function to get the latest data file.
It looks for and deletes nuisance diallers, as well as a lot of other garbage. While your problem file is not listed by name in the latest data file, if it is a relative of one that Spybot knows Spybot will remove it.
I had your problem with some un-needed files after some web page editing - same "Access denied" message that you received. I was able to delete them with CuteFTP, the program I use to administer my website. It allows access to both local and remote files and apparently did not see or recognise or over-rode whatever flags had been set that prevented access to the local files.
Hope this helps
AA