Q: Which key is the delete key??

Hold the "fn" key while hitting "delete"

I used KeyRemap4MacBook to map Shift Delete to Forward Delete. Very handy program.

That is different.

Commad+ Delete or right-click > delete

Where is the movie?

In an app? In a folder?

Select the file and hit delete.

Selecting the file and holding Command while hitting delete shoud delete the file.

You should also be able to right-click (Control-click) on the file and Move to Trash.

Click on the movie and right click on it and select Get Info. Look near the bottom of the summary window where it says “Where”. If it says iCloud, it’s been deleted but can still be streamed from iCloud.

You may want to add the iCloud download or iCloud status column to your list.

What did is say next to "Where"?