Cannot delete temp files in IE8 under Vista

[#1]

This isn't the usual problem.
I used Superantispyware to delete tracking cookies and one of them is Cookie:james@atdmt.com/
I then found it was still there so I tried removing it manually which didn't work. However if I try to open it I get the popup as shown below.
There is nothing in the registry related to it so I am baffled
Note that because this one file isn't seen using the delete files on exiting IE8 doesn't delete all the subsequent files either

[#2]

jim have you tried free commander, thought you advised me of it http://www.freecommander.com/

[#3]

Not me 
I don't think that would help as Vista makes the files unviewable by  Windows Explorer - you need to access them through Control Panel or Internet Explorer.

[#4]

give it a try Jim, it does things that M$S explorer cant

[#5]

Still haven't managed to delete it but it found the culprit - Macromedia Flash Playey 

[#6]

pierre_pierre - fixed it. 
Freecommander removed all files related to atdmt.
But IE8 still saw it - until I unticked the top box.
Cheeky so and so it had it in a cache to help macromedia work better