I don't know whether deleting this file is a good idea but I know how to do it - though the procedure is a bit long winded. You go to this page and download the iso image and burn it to cd.
http://www.ubuntu.com/getubuntu/download
Make sure your BIOS is set to boot from cd before the hard disc. Boot to the cd. Choose the 'try Ubuntu' option and it will run from the cd without changing you hard disc. On your desktop you should see two icons representing you c: and d: partitions. Double clicking will open a windows-like file browser. Do whatever you like to your file system. Close ubuntu, remove the cd and reboot.
Alternatively you could do what I did a few years ago and choose the 'instal' option and you'll never look back. If you do want to go this way get back to me and I'll give you a few little hints to make the transition easier.