Multiple Errors: DoPhysicalFiles - -

When I try to delete a file, I get the error "Multiple Errors: DoPhysicalFiles - - " I believe the probable cause of this is because the physical file has been removed, header is still sat in the "File" TOC in admin. How can I overcome this problem?  I have 2000+ files to delete, but I do not know how to check if the physical file exists before trying to delete.   Many thanks, Martin.
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