The quickest way to delete a synced file from UR and the file system is to permanently delete in UR (Shift+Del) and check the 'Also delete any synchronized Outlook objects or external files' checkbox.
If the synced file was already deleted externally, and you should be able to select (or right-click) and delete from UR manually.
As far as errors selecting items in UR when the synced file was deleted externally, please ZIP and send to
support@kinook.com:
1) The info from Help | About | Install Info
2) A .urd file with an item that demonstrates the problem
Thanks.