undeletable file

a friend sent me a benign looking email and i downloaded the attachment, an mp3 file. now when i try to play the file it won't run and i can't delete the file, i tried norton fileshredder, still no success. every time i try to delete it, i get a windows error message saying that the file isn't there.i can't even delete the directory.
it's starting to get on my nerves, having a dead file sitting in my computer. any suggestions how to get rid of the little bugger?

 

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edit note from Newt - lorraine, you need to start a seperate topic for your question since it is very different from the original topic in this thread and things would get confusing trying to figure out which answer goes with what question.

 

gambir - first off, are you running good anti virus software so you are pretty sure you didn't get infected by something? If not, you certainly should. And even if you are, might be a good idea to double check by doing a scan from an online scanner that you know is current and hasn't been disabled. Housecall is a good one.

For getting rid of the annoying file and folder, try booting to safe mode and deleting them. If that doesn't work either, make a note of the exact location of the folder and boot to the recover console. You should be able to use the del command to get rid of the file and then the rmdir command to delete the empty folder.