Perhaps the media player is still considering the file "in use"? I did stop it, and even load a different movie to 'unload' the one I'm trying to clear, but to no avail. I still can't get rid of this damn download.
EDIT: True to Sod's Law, the second I made this post I figured out the problem... the 'preview creation' window thing that pops up was hidden in the background, keeping the file in use. ISsue resolved.
Strangely enough this ISN'T the problem... /sigh. I now have the same problem but there are no preview creation windows open for me to close.