How to delete a corrupt file??

This is the problem: I was trying to download a file in an attachment in an email from a friend, when the download stopped and the file wasn't completed. The half downloaded file saved to the desktop, and now when I try to delete it, it continues to give me the message "Cannot delete "Front Chest.png" it is being used by another person or program. Close any programs that might be using the file and try again."

The problem is obvious. No other programs are using this file! And now, my computer seems to be having constant problems. Etc: All the icons on my desktop disappeared, I cannot attach things to emails without the computer freezing, etc.

I'm not sure what to do. Can anyone help?