Gray coloured file in Finder - cannot delete it

Hello all,

I was copying a large file from my desktop to my mbp ...and installing something at the same time ... from i dont know what reason, everything kinda started to froze...every application i was trying to open was giving me the 'ball' mouse cursor ...so i opened the Force Quit dialog and clcked on Finder and the RESTART button below. I got the gray screen asking me to shutdown and power up my mbp again...So i did. But the file that was in the process of being copied did not finish..and now i see it in finder in a gray colour and i cannot delete it says its being used by some program .

Any ideeas what to do?

Thanks in advance.