Ok, you need to see what kind of process matche sup with the program/file name. Then you need to try and end that program, try ending the process. If that fails, right click on the process and select "See Process Tree" that should show you all the processes associated with it. In that case, end all those that are using it, you can end everythign except taskmanager and explore.exe, anything else as long as it isn't System or Network is perfectly fine. Give that a go then report back.
Its a .exe file but the kind that comes up in a command prompt window. I accidently somehow got it on my desktop when i tried to sample audio on amazon.com using realplayer and it download that exe file that is nothing but an empty file that i can't delete.
Did you ever get the End Process Tree idea to work? In order for us to effectivly help you out, we need you to report back, this is how helping works, both ways. I'm eager to help you to the very best of my ability, but I can only do so much if you don't reply. In either case, you may want to also consider deleting it's registry entry. Someone who is more knowlegeable about the registry area in Windows XP should help you with this, however, you can get to the registry by going to...
Start>Run>Type in 'regedit'. Hit Enter/Return. Then the registry pops up, try guiding through there and find it's entry. It may take awhile. But if you REALLY want that file gone, it might be the best method you have up until this point.