Can not delete file. Error is "Could not find this item".

I get the following error when trying to delete a file:  "Item not found".  This is a Word 2007 document that would not save properly so I saved it with a different name.  Now I can't delete the original file.

The body of the error states "Could not find this item.  This is no longer located in... . Verify the item's location and try again.