[Help] Can't delete file.

[a`d]

Hello. I have a problem. I have instaled Game & did an update for it (unofficial). Latter uninstaled update & the game.
Latter i found that some files still left in my drive. Well i tryed to delete them. . . Gues what.
I can't delete them, dunno why. The file named "bufu"- size 0Kb has no extension, (. . . bufu sounds like buy us **** you >_<)
So my question is- How to del them?!

I'm on Win XP Pro SP2 (NTFS)
Any idea?
Here is a screenshot - http://img332.imageshack.us/img332/1782/bufu9qh.jpg -
I did a search on google.com microsoft (- http://support.microsoft.com/kb/320081/en-us -. . . nothing helped.
>
Is it possible someone could point me in the right direction please? It's probably something very simple, but cant see the wood for the trees so to speak.

P.S i know that "The source of all problems: The Windows Registry", but how to do this step by step. I don't know much about system.

 

[RealBlackStuff]

If you are sure that you want to delete those files, and you are also sure those files are NOT part of Windows, get this little util from the internet: PocketKillbox
http://www.majorgeeks.com/download4709.html
Instructions on that webpage.

Click Start/Run and type in regedit and click OK.
Set the cursor on the top in the left window on My Computer by clicking once on it.
Then click (at the top left) on Edit/Find and type in the filename or whatever you are looking for. If there, it will show in the left OR the right window. If it is the one you want, rightclick on it and select Delete and confirm with OK.
If it is not, press F3 again till you find it, or the search is at the end of the registry.

 

[a`d]

Pocket Killbox can't delete dir. or file. Here is an img. - http://img149.imageshack.us/img149/2366/bufuwithpocketkill4up.jpg -
Registry could find this file after search. - http://img239.imageshack.us/img239/226/bufuregeditor9un.jpg -

EDIT: I have tryed in safe mode to & with Pocket Killbox "Standart File Kill' & "Delete after reboot". nothing. . .
P.S.
I'v tryed to cempress this file to attach it for testing - http://img139.imageshack.us/img139/6367/bufucompression1li.jpg -

 

[RealBlackStuff]

Try this: http://www.softwarepatch.com/tips/howto-delete-xp.html