Need help removing something from desktop

Le 3eme oeil

In Runtime
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395
I was trying to install jdk 6u6 and it got all messed up so i just deleted it. Now i have this thing on my desktop from when i had to install it and i cant seem to delete it. When i go to put it in the recycling bin i get:

Cannot Delete jdk-6u6-windows-i586-p: It is being used by another person or program.

Close any programs that might be using the file and try again.

But the thing is i don't have any programs running and no one else is logged in.

Maybe one of the process' is using it?
 
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