tilde-problem

Hi All. I have quite strange situation... My spouse has linux, and mounted M$ hard-disk. In that M$ partition there was a directory with only on file named "~" Okay, my backup script did backup that "file". That is okay.. But, now I can't delete that one! I really don't want to delete "~" directory, because it points to my own!.. How to get rid of this tilde-file? Jaska.