Cannot delete, a file with that name may already exist.

Answer 1

First of all, try emailing your webhost either for SSH-access or to remove the symlink for you.

If you get SSH-access, use:

unlink index.php

Or... if neither works: Create a PHP file there (for instance remove.php) that contains:

<?php unlink("./index.php") ?>

Then open that file in your browser, afterwards remove the remove.php file.

Answer 2

@Huppie

That worked perfectly, thank you!