That sucks. If trying to delete it in safe mode like MM suggested doesn't get rid of it you might want to try running CHKDSK to see if it can repair it.
In the command line or in the Start->Run box type:
Also, some people seem to think that CRC errors are a sign that the hard disk is more prone to crashing in the future. I don't really have any experience with them so I don't know how accurate of an assessment that is... but backing up never hurts. Right Chojin?
