Why can't I delete Killing Floor from Steam?

Killing Floor downloaded wrong/badly and Steam wouldn't let me defrag, so I went to delete it so I could reload. I hit delete local content, and nothing happened. I repeated this to no avail. I finally went into application support, and deleted the physical files in my computer (someone on steam forms said this was the next step. I restarted steam and it was still there. I tried delete local content one last time and now no matter how many times I restart steam, or my computer, I always met with KF, saying "Download Starting..." Where do I go from here, no files of it exist anymore