Concur with CJ. Dos'll get rid of it. I had something similar not long ago. Had a file on the Desktop that wouldn't even let me look at the properties. Couldn't shift it using Explorer in safe Mode either.
But be wary of Del *.*! You could delete too much. Actually make it Del [the file name you want rid of] or Del [and the first few letters of the file name followed by *.*].
First, try it in a Command Prompt window. (in Safe Mode as per FSD).