Won't let me delete a file please help

[Triforceofcourage]

I downloaded a UT 2004 mod called jailbreak and renamed it as an exe. I double clicked it as an exe and a black DOS window looks like it popped up real quick and then went away. Its not supposed to be an .exe so now when I try and delete it, it gives me a message saying the program is in use by another program and can't be deleted. I booted up in safe mode to try and cercamvent this problem and even in safe mode it gave me that same message. I wouldn't mind so much but it is on a desktop icon and staring me in the face everytime I turn on the computer, Its starting to bother me. Any help would be appreciated. I am using windows xp professional if this helps.

Thanks,

Triforce

 

[rainypickles]

use search: http://forums.anandtech.com/messageview.cfm?catid=33&threadid=1306688&highlight_key=y&keyword1=delete

 

[oog]

open a command window, kill explorer, delete it from the command prompt, restart explorer.