Can't delete a file

I downloaded a file using Firefox and it didn't want to complete, so I canceled the download and re-downloaded it. The file downloaded into a seperate .exe, leaving the old (unfinished) one named the same exact thing. I tried to remove it, and got a pop up saying that it is in use. I moved the good download to another folder and tried again without success. I also tried rebooting and even safe mode to have windows tell me the same thing. I am using NTFS, so DOS is out of the question. Please help

http://www.ocforums.com/showthread.php?s=&threadid=244840

heres a way to do it without a 3rd party program

Thank you

What worked for me was to:

open the command promt
open task manager
close explorer.exe
delete it in command promt
restart explorer

That method is now burned into my brain as a serious power tool!

check out killbox, I use it at work for those pesky adaware/spyware/virus files that wont delete even in safemode