If you wanted to delete the file, you could make a php page on the server then run it to do so. Make a new file in the PowerGallery100 and put this code in it, then run the file in a browser.
<?php
unlink('Connections/powergallery.php');
?>
I don't recommend doing this unless you are sure of the exact format for the connections file that you are re-uploading since all of PowerGallery relies on having that database connection.
Depending how much you've customized, it also might be easier to just re-run the install wizard and use your new database info.
-justin