Yep, Linda, no easy fix. If you are set on painting the piece, it will work if you take off the film. You might want to consider partially disassembling it and taking the film off with a knife, like an Exacto knife or utility knife, would be a lot easier than sanding. Just "worry" it a little until you get a corner off and pull off the film. Then wash the surface with mineral spirits to get rid of any remaining glue. Do this outside so the fumes don't get to you and it is safer. You might want to sand the edges a little, too. I suggest that you then brush on a coat of Zinsser B-I-N as a primer/sealer and then you can spray with about any kind of paint that you choose. When the paint is dry, reassemble the piece. This should work OK.
After ending up with a lap full of computer when the Sauder computer desk collapsed and no help at all from their service people on the warrantee, I am sure not going to buy any more of this stuff. So I don't have much experience with it. But my refinished 50 year old oak desk works much better and will outlast me. I'll get off my soap box now. LOL By the way, I have several metal filing cabinets that were "freebies" from small companies that were closing or getting new furniture. They didn't want to mess with used office furniture dealers and I have had them for 20 years and have no idea how old they really are. But they are still in great shape. You might want to look around.