Can't delete a file from the desktop

There's a file on my desktop that was being copied from an external SD card but was interrupted. Now I cannot delete the freaking thing....what's going on? I've tried rebooting and then deleting, but that didn't work.

I get an error message that says "Some of the items you are moving are in use by another application. Moving the items can cause problems with the application using them. Are you sure you want to move these items?"

Clicking "Continue" doesn't actually delete the...

Can't delete a file from the desktop