Rebooting System Registry Cleaners Doen't Work

I used a program (Flashget) to download a wmv tutorial onto my desktop. When files like these are downloading they have two icons, the actual file icon and a white 'in process' file which disappears when the actual file has finished. For some reason in this case the white icon remained (believe the file download failed to activate) I have tried many things and nothing deletes it. The file has no bytes and Windows tells me "This is no longer located in C:UsersMeDesktop. Verify the item’s location and try again."

I have tried refreshing the desktop, rebooting, using various system registry cleaners, used Move on Boot, MalwareBytes, R Wipe and Clean, Wise Disk Cleaner, Unlocker etc etc. I have also tried renaming the file (not found), renaming another file with the same name and popping it onto the desktop (this doesn't work because its called "filename.wmv." and the period/full stop at the end keeps getting corrected when I try to change another file to the same name). Actually I have now managed to rename an icon with the same name and Vista allows both of them to exist at the same time. I've therefafter retried deleting and renaming the troublesome file all these options have failed.