Why does this box appear every time I go to fritzing

Actually trying to delete the part (if you don't have an external copy already make sure you export it first so you have something to reload though!) is probably the best bet. I haven't found that to work most of the time, because as noted Fritzing is fairly casual about deleting files bit its worth a try before getting deeper. As well I've had cases where I think something got hung up in the temp directories in roaming where deleting stuff in user. Experiment to see
what works (just make sure you have a good backup first!).