TS2942 I want to delete a file off a thumb drive but get error 1407 which won't let me delete or trash the file.  What do I do?

I want to delete a file off a thumb drive but get error 1407 which won't let me delete or trash the file.  What do I do?

Hmmm, what Format is the Thumb drive?
In the Mac/AFP world...
  errFSNotAFolder               = -1407, /* Expected a folder, got a file */
Is there perhaps a colon or Backslash, or slash in the filename?

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