How to make Spotify forget local files?

Question

Spotify scanned my PC and network for music, so that if I wanted to play that song it could save the bandwidth and play it locally.

But now that I'm trying to play a song that's no longer accessible locally, it just won't play at all (probably tries to play locally and gives up).

I went to Preferences -> Local Files and unchecked everything, but still when I try to play that song it says This track was added as a local file. If you have the file on your computer you can import it..

How can I make Spotify ignore this and play from the web?