Deleting a file with illegal characters in the file name

[SiD the Turtle]

Annoyingly, I extracted a tar file destined for a Linux system which contains a file with the name along the lines of foo::bar. If I try to delete the file, I get a file not found message, and I get a syntax error if I try and delete the file through the command prompt. Clearly this is because there are colons in the name. How can I get rid of this?