problem removing a download

[fizzletog]

I have downloaded a self extracting exe file onto my desktop now I can't delete it. It says another program is using it. I can't even move it to another location. The only thing that could be using it is the desktop itself. How can I get rid of this thing?!

Update...Found the same problem in an earlier post. Sorry.

 

[Eleventeen]

When you start your computer up try to boot into safe mode by pressing F8. Then you can probably delete it.

 

[fizzletog]

Problem solved

Thanks,
I had tried that but it still didn't work. I found a previous post with the same problem and tried Dr. Delete as suggested. It's gone now.