I'd tend to think like the others that it's some kind of malware. Have you checked the file with your antivirus program (with up to date definitions of course) & checked it with 1. ad-ware (FREE), & 2. Spybot - Search & Destroy (FREE)

Well the alternative way I use is mac osx related & means starting up in a different OS. I guess for windows you might try a different account login with admin priv. But that's if the file shows up in a different login.

Or in a variation of Peerless's advice, put that file in a folder A. Create another folder B & put a copy of any file (but not the bad one) inside & rename it to the one you can't get rid of. Put folder A inside a new folder C. Then add the folder B to folder C to replace it. Either that or put the file from folder B into folder A to replace it.