open windows Media Player and see if they exist there too. They probably do. Try deleting them there. If that doesn't work. Type cmd in the Start menu search box or Command bar. Right-click on cmd.exe or Command Prompt and click on Run As Administrator first type in sfc /scannow and hit enter. If that doesn't find anything type in chkdsk c: /r and hit enter. Now type Y and hit enter. Close that windows and restart your pc. That will run Check Disk, if it doesn't find anything, run a full virus scan and remove anything it finds. Then download Malwarebytes Anti-Malware free from
www.malwarebytes.org, install it and uncheck the box for Malwarebytes Anti-Malware Professional trial, let it update it's definitions and run a full scan...