Cannot delete a file: System cannot find the file specified
Just to add my two cents... I had the same problem trying to delete a nested folder. I finally solved it by using Winrar. Right click on the file or folder and click "add to archive", and click the checkbox "delete files after archiving" in the option window that pops up. This worked for me when nothing else would.
Use 7-zip to "move" them: read on...
When facing an inability to delete a file because of "the system cannot find the file specified" I've tried all the common tricks (verify permissions, verify it is not in use by any process, command line, free unlocker tools, etc) without success. What finally got rid of them for me was 7-zip. Using 9.20 "7-zip File Manager" interface (not just the right click on file options) I was able to "Move" the folder which contained the problem files. [7-zip on my admin PC looking at volume with problem files over on a server, moved them off of server] Sure, that just moves the problem but there is the beauty, you move them to a disk you can format: a VMDK, a thumb drive, etc... problem solved ;)
I think it is the special character "\" in the file name that is likely breaking things. I expect that it will not let you rename it through the GUI either (but I would try). You can also try renaming it from the command line using the short file name notation that might work.
I 'think' that syntax would be: "ren down2~.net down2.net" (someone please feel free to correct me on that syntax if incorrect).
Running CHKDSK on the drive may also help as Windows should see it as a non-compatible file name and offer to correct... however as I see that is a My Passport drive, and we do not know what else you may have on it, make sure that you do not break/alter other files by trying to fix them to be happy in Windows.
Try the rename first... or if you do something like load up a Linux Live CD that can mount that device would also let you try to rename it to something manageable.