hello

i have i file in my downloads folder, i have no idea how it got there, and i cannot delete it.
it is a jpeg image with a name that is something to do with porn, it will not preview at all and wont open in any program so i dont know what it is, and if i right click on it, there is no delete option. pressing the delete button or selecting 'delete his file' under common tasks does nothing.
i had one of these a while ago, and it soon disappeared on its own, but this has not, any ideas as to what to do?
thanks everyone!