Boot into dos and take care of the bugger, you might do that from your windows xp disk and just go into repair mode and cd over to the desktop and delete it.
start the cmd
you can find it in WINDOWS\System32\cmd.exe
then get to the root by typing "cd.." + return
make your way to your desktop by typing "cd <dirname>"
then, when you found the desktop directory, type "del <filename>"
as i was wondering around the forums i saw this post....
I had a similar problem once, tried deleting it through dos and all, but no success.
then i decided to try to find some help through google and found this.(available free)
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