I want to delete a file that cannot be found or renamed, i downloaded it and renamed it how do i delete it?

Hi as you can see by my title I downloaded a song and renamed it and then saved it to my desktop now I cannot rename it or move it to any of my folders, I'm running on windows 7 and if you have any methods please tell me, I have tried the desktop refresh and that didn't work either. I've been trying to look all over the internet for about 3 hours so please I need to get rid of it , Thank yo.