ALT+CTRL+DELETE and try to if the .exe file is loadin in to the memory.
Shutdown every unformiliar .exe files.
or Restart the computer in SafeMode and try to delete that file.
Have the same problems with ms-dos files. Don't know why. One of the files was a good bye for fairligt made by CDKiLLER and was MS-Dos think or .com (if I don't remeber wrong) and he dosen't have any virus on he's files so I don't think it's a BIG virus problem. Or maybe norton or virusscaner keep an extra eye on .com files