Trying to delete files from my finder on my MacBook Pro

Hi guys,
I had some video files that I downloaded and transferred them to my external hard drive which is connected via wireless network. I then deleted the files from my computers hard drive and then emptied my recycle bin/trash.
As you can see from the picture below, the files have changed in look as they now look like some kind of ghost file. I can not drag the files to the recycle bin or to any other folder. These files are taking up the full space of the original files e.g. if I downloaded a 3 GB file, then these so called "ghost" files will also be 3 GB. As you can see so far these files are taking up about 50 GB on my internal hard drive, which is a problem as if I continue to download movies or other files, and move them to my external hard drive then I can't delete the files from my MacBook.
I am getting frustrated and worried as I cannot get rid of these files. I have tried restarting my computer, and double clicking the file however when I double click the file the following message appears in a box "The alias “Big Blue [0000].tmp-635723058.m4v” can’t be opened because the original item can’t be found." It then gives me a choice to delete alias, fix alias or okay. If I go to delete the alias then the following message appears "can’t be opened because the original item can’t be found."
If I go to fix the alias then I am able to point the file to its original in my external hard drive. When I point the file to its original the following message appears "operation can't be completed. An unexpected error occurred (error code -43)."
Has anyone else ever had this problem? If so then how did you fix the problem? If not then do you have any other ideas or can you suggest how to fix the alias so I can delete the file again? If you need any other information than I can provide information and pictures on a reply message.
file://localhost/Users/jasontomlinson/Desktop/Screen%20Shot%202012-09-03%20at%20 9.22.28%20PM.png

Open Disk Utility select First Aid select your hard drive then click Repair Disk Permissions.  This operation may take some time to complete!
Do one of the following:
Click Verify Disk Permissions to test permissions.
Click Repair Disk Permissions to test and repair permissions.
Disk Utility repairs the permissions for files installed by the OS X Installer, Software Update, or an Apple software installer. It doesn’t repair permissions for your documents, your home folder, or third-party apps.

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