midgecomp,
There is no reason I can think of that would cause this behavior. Even if the file is corrupt it should still scan.
Try copying the file to a USB drive and removing it from the D:\MiniNT\PC- Doctor 5 for Win PE\ directory.
The D: drive is your recovery partition and is not used in normal operation. PC-Doctor is placed there to do hardware diagnostics from the recovery boot process in case of system failure.
You could set your scanning software to ignore this directory or even remove the files. Before you remove it I would contact HP and obtain a link to the program to restore the Windows PE version of PC-Doctor to your recovery partition. It could come in handy if something goes awry.
What virus and spyware software are you using?
-Fred