Yesterday when I was trying to download the BF2 demo I tried a torrent, it was going horribly slow so I canceled it. BT allocates the disk space for the file when you begin.
You didnt mention it so I have to ask. Did you try to delete from inside the BT prog. Usualy these progs have a 'cancel DL' and a 'cancel and delete' option. I have had problems deleting files before but it has been so long that I forgot the procedure. I'll post if I remember.