I assume that the file is is a folder. If so, the easiest thing is to make a copy of that folder, without the 'ghost' file and then delete the original folder.
For example, if the file is in My Documents\LettersToBank, go to My Documents and create a new folder called LettersToBank2. Now open both folders, so that they can be viewed side by side. Copy all of the files from the original folder to the new one. Return to My Documents and delete the old folder. If required, rename the new one.
Chris