You need to call support about it, if you haven't already.  This is just a forum by fellow users.

Sadly, I've read of other bizarre security issues like that in the past.  Personally, I would never use Link because of it.

It seems weird that it won't delete.  Have you opened it to confirm it is actually there, rather than some weird phantom thing that just has the name, rather than the actual file?  But at any rate, you need to contact support ASAP.