Depending on the operating system native to your computer the risk of the operating system interrupting in the middle of installing or running third party program Like CDburnnerXP creating a file, is at the risk of stopping the running program for the operating system's own attention demands is high. The most famous culprit is the operating system's automatic maintenance schedule setting turned on kicks in the middle of a running program.
This specially applies to free third party programs and apps. When this happens any unfinished program is left open in the operating system's system.
When that happens you can't operate the third party program file. You can't play, use, rename, disable, delete, or cut, copy and past files. In fact you can't do anything with it.
This is because the instillation or file is incomplete open in your operating system's system. Any program unfinished will do that.
However there is a solution
However this involves running your operating system's system restore. Depending on your operating system can take up to half to three quarters of an hour of wasted time to complete restoration.
In the processes system restore sees the unfinished program as an error and clears the opened unfinished third party's file. Players are never able to play unfinished files. But at lest the good news is after the system restore is completed you will be able use the operating system rename, cut, copy, past and delete features as normal. At lest you will be able to delete to retry at another risk of the operating system stopping it again going to the trouble of running system restore again.
Before you run any third party program make sure all operating system messages and potentially interruptive programs such as automatic maintenance menu disable tick boxes a ticked. If there is any other way to clear the open file from the operating system's system without resorting to running the operating system restore let us know.