I've tried to simulate your problem here but can't get the file to save with a space. Anyway, I was going to try two things.

1) try macro substitution

m.f = " file.txt"
ERASE &f
or
DELETE FILE &f

2) use the DOS copy command to remove the space then delete it. The foxpro copy command might also work instead of shelling to DOS.

copy ?file.txt _file.txt
ERASE _file.txt