This file fragment, is it on your desktop screen? Try this:
Log on in Safe Mode again and go Start > Run > cmd to get a command-line box going.
Use the cd command to change to your user account's desktop directory. Like, if the prompt starts in C:\WINDOWS\SYSTEM32, then go cd \ to get out to C:\, and then go cd \documents and settings\(your_account_name_here)\Desktop and the prompt should show that you're there.
Next, leave your command-prompt window open, and open Task Manager, go to the Processes tab, and kill off Explorer.exe. Your taskbar should disappear.
Now go to your command-line box and type dir to see what's on your desktop, and del filename to delete it.