Cannot delete an exe file...

I have tried to download an exe file with Download Accelerator Plus into my desktop. But the file has only 13 Kb (it should have 2.09 Mb), i.e. the file was a html file with an exe extension (common problem with DAP). I accidentaly ran it and I got an error message 'invalid win32 application'. So, when I tried to delete it, I couldn't because the access to the file was denied. What do I do to delete this damned file? I tried to restart my computer, but it didn't work.
Thanks everyone.
The_RevengerAsked:
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CrazyOneConnect With a Mentor Commented:
Did you try it in safe mode
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war1Commented:
The_Revenger,
    You can delete it in command prompt or in DOS.  To get to command prompt, click on Start > Run and type command and click OK.  When you get to the command prompt or DOS, you need to include the path to the file.
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owensleftfootCommented:
Freefile - http://www.webattack.com/get/freefile.html can help you delete locked files.
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Cloud Class® Course: Microsoft Windows 7 Basic

This introductory course to Windows 7 environment will teach you about working with the Windows operating system. You will learn about basic functions including start menu; the desktop; managing files, folders, and libraries.

 
CrazyOneCommented:
Process Explorer
http://www.sysinternals.com/ntw2k/freeware/procexp.shtml

Note when you open the program go to the menu View and make sure there is a check mark next to View DLL's if there isn't then click on it.

just click each process one at a time and look at the bottom window note if that file is listed and if it is kill the process that had the files open.
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LucFEMEA Server EngineerCommented:
Try removing the file from the Download Accelerator Plus menu, It might be locked by that.

LucF
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CluskittCommented:
Best way is either safe mode, or command prompt. When booting, press F8, choose command prompt, and type:
del c:\windows\desktop\filename
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war1Commented:
The_Revenger,
   We have not heard from you? Did any comment help you solve your problem? Do you have any more questions? If an Expert help you, please accept his/her answer with an excellent or good grade.

Thanks, war1
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The_RevengerAuthor Commented:
Oh, sorry for that... Yes, the first comment helped me. I tried to delete in safe mode and it worked. Thanks.
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CrazyOneCommented:
You are welecome
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