Desktop file won't delete

I was doing some clean up when I noticed on my desktop there is a file. It doesnt show up in finder, but only when i am looking at my desktop. It will not delete or move anywhere. When I tried to delete it a message comes up saying file cannot be deleted. Why is this and how do i get rid of it?

Does it have a name? What is the icon? Typically the problem with cannot delete is because the file is in use (although maybe hidden in the background activities).

Along with jake's questions...
Have you re-booted the computer?
Tried Safe Mode?

Well, technically, the Desktop is in Finder, as is everything else. Finder is just a program that allows interface with the CPU. I take it that you mean not in any Finder Window.

Can you do Get Info on this file and provide more clues?

it was a torrent file.. and after a reboot it has disappeared. i really should have thought of that first. thanks for the help all. though yes, if i looked in the finder window box in the desktop folder there was no file. only when i see the icons on my desktop. but now is all fixed..

Just had the same experience!