I have an alias file that will not delete or drag and it will not open to original file. How do I get these off my Mac?

I have an alias file that will not delete or drag and it will not open to original file. I have tried everything I know and they still wont delete. Can someone please help me?

Check out KB Article:  http://support.apple.com/kb/ht1526 You can't empty the Trash or move a file to the Trash 

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