LHugh,
Although you successfully dropped the tablespace, Windows (and other operating systems) retain the file "handles" until your shutdown Oracle itself. So, to be able to actually drop the file that resided under your former tablespace, I recommend your doing a shutdown (immediate) on your database (or stop your Oracle service under Windows), then you should be able to delete the datafile.
Please post your results,
Dave
Sandy, Utah, USA @ 20:42 GMT, 13:42 Mountain Time