How do I delete.this file

  Jlen 15:10 11 Mar 07

There was a problem downloading Spybot and I am left with this file (0 bytes)on my desktop.It is not causing any problem however when I try and delete it it comes up with 'desktop\spybotsd14.exe is not a valid Win32 application' How do I delete it?
Thx in advance

  VoG II 15:11 11 Mar 07
  Jlen 20:37 11 Mar 07

Thx voG, it did the biz

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