Hi! Let me help you with this issue.
What media player do you use?
Find the file you would like to move or open. Right-click on the file to display the context menu. From the list of available options, select Open with (or go to Properties if needed), then choose a different default application.
Set the media player to Movies & TV, Photos, or Media Player (Legacy) depending on the type of file you are working with. Once selected, confirm the change to ensure the file opens using the chosen program going forward.
Once all is done, try deleting the file.