When a file is attached to a ticket in Heat SM and deleted afterwards on the client vie the Windows Explorer will reappear after a refresh of the Windows Explorer. After the closure of the Internet Explorer the file can be deleted without any issues.
This is a known Internet Explorer limitation. Please use either Chrome or Firefox browser for HEAT SM
See also: https://connect.microsoft.com/IE/feedback/details/817183/ie10-and-ie11-keep-files-locked-after-uploading