In order to delete the movie, you will need to close all applications that may interact with the file you want to remove. So, you need to make sure that Free Download Manager and your video players are not opened. If all of them are closed, but you still can't delete the file, reboot the PC, press the F8 key to enter in Safe Mode and then delete the file. You can remove it by pressing the Delete key from your keyboard after you click its icon or if you right-click the file and select Delete.