Problem with exe file

[wizard5233]

I seem to be having a problem with a exe file under windows XP. The file is an exe that can be executed, but whenever I try to move the file or delete the file, the entire OS would lock up. I tried to burn the file today using nero, this also causes a lockup. The file works and does exactly what it is supposed to do. Only way I am able to remove the file is by going to Windows Safe Mode, or booting to Linux. It is not being used by another program, I am sure of that. My computer is free of spyware and viruses. Any ideas?