Having trouble deleting hidden file on USB?

I have a USB, and I have a movie file that is set to avi, and when I drag it to the trashcan and hit empty trash can, it takes me bake to the USB drive and says that the trashcan can not be emptied because the file is still in use. I have tried just putting the file back into the USB and unplugging it and then plugging it back and repeating the delete process, but that hasn't worked either. I also dragged the file into Terminal and used the rm command and it says

"Dakotas-MacBook-Pro:~ dakotathompson$ /Volumes/Dakota/refill.pro.480.avi rm
-bash: /Volumes/JUNEAU/refill.pro.480.avi: cannot execute binary file"

I have tried everything that I can think of.

The file is also only in Trash while the USB is plugged in.