Somehow this file appeared in VC++ 2010 Release folder.
What I tried and didn't help:
1. Restart & delete
2. Restart in Safe Mode and delete
3. Take ownership (succeeded) and delete (nope)
4. Disk properties / Tools Check & Scan Drive - no errors
This is a very large drive, so I can not run chkdsk /f /r, ETA is 12 hours and I can't run anything for such long time.