Windows Live Messenger: Sharing folder, file corrupt/unresponsive

First off I have a sharing folder opened with a friend and he sent some songs to me over the course of a few days (So I've signed in and out multiple times during). Anyway the problem is that a few of the MP3 files don't work in anyway whatsoever, eg. When I right click on the files in 'My Sharing Folder' no options appear except to convert the file or play it and clicking on either of these does nothing only open windows media player and have the task bar disappear for a few seconds, doesn't play the song nor have the song info. I cannot add to archive or view it's properties.

I've tried scanning the files for virus' on both Norton Anti-Virus and online at VirusTotal.com and it says 'the above file name is invalid'.

So, is it that the files didn't complete downloading or are they corrupt? The real question is why can't I just remove them? It will not let me delete the files nor move them at all... What do I do?

Thank you for taking the time read my problem if you need to know more details please ask I'll be around to answer them!