Safe Mode - press F8 during the boot up (you will see the message at the bottom of the screen inviting you to)
NB It takes longer to boot into Safe. In this mode a minimal number of services/programmes etc are loaded.
Select 'Safe Mode' from the list of choices
Locate the file in the folder when you are in Safe Mode (using 'My Computer')
Try 'delete' on the file
Reboot and see (this time w/out F8)
More info on 'Safe Mode'
here