Un-deletable setup file.

[MousieGuy]

Okay, I installed a setup file from a disc a friend of mine gave me, he's trustworthy and doesn't use viruses and is very careful with them.

After using the setup file, I went to recycle or delete it. It stayed on the "Moving to recycling bin" Status, it could not find the path and I cannot open the properties.

I ran malwarebytes anti-malware and it came up with nothing, I don't know what to do now.
I went into command prompt to delete it there. Said there WAS no file.

Help me out, how the heck do I get rid of this thing?

[MousieGuy]

In command prompt. There now is a file, but when you try to delete it. It does nothing and crashes.

[JustineBB]

Do you have tried with the running ‘chkdsk’ command on the command prompt? If you have not done the same then I am suggesting that you should run the command without quote see whether you are able to fix the issue.
also you can try to delete the file by booting the computer into Safe mode.