On my desktop, I have three "ghost files" which cannot be removed. I downloaded .torrent files and they were there among normal torrents. They came as a set of two with exactly the same name (which is strange!) with the size of 10 KB ~ 20 KB and they are easily removed. You can right-click on the "ghost files" to show properties , but unable to rename or delete because of zero size. I tried everything from CCleaner to AVG and no idea what to do.
Of course I did Safemode and also EMCO MoveOnBoot. MoveOnBoot says "it may not exist", apparently it could not find them because of zero size. But I try Safemode scan which I didn't.
I tried to drag it into a folder, and also to rename it for the first time. And I tried Safemode to have full control over the files, but there were no security tab.
Unlocker did the perfect job, thanks nodles and kroozer. I thought it could not find the files, but it did that miraculously. Thanks to all folks who helped.