Movie Maker

When I accidentally drop a file into the program, I can't delete the original file because "This file is open in Windows Movie Maker. Please close the program and try again.", even though I deleted the file from the Movie. It saves it as if the file were still there, and I cant save it as anything else. I cannot alter the file in any way, I cant change its name, nor change its file location. Over time these files cluttered my folders. When I try and delete Movie Maker from my computer, it doesn't show up in the control panel. So now there are files I cant delete in my important folders, and I cant delete Movie Maker to get rid of them. Fix this please.