Audio file won't delete from iTunes

One's an AAC audio file and the other a WAV audio wave file, one downloaded through facebook the other some movie editing program. No matter how many times I try to delete them through the drop menu it doesn't take. I even tried to delete the files in finder but the two audio files won't disappear from iTunes. I ask this question because the files aren't normal mp3s that I listen to and I want them deleted from iTunes. If there's any experts on iTunes deleting seemingly permanent files, please post.