Windows 7: can't delete files

I found that there was already a thread about it,but Unlocker doesn't seem to work as it did then.
So here it goes. When I download files with firefox it makes a temporary file in the place I download the file and then it deletes itself when the download its complete. But suddenly I'm left with 2 of these temporary files (which they have the exact name with the original file,no temp or dat or anything in the end) and when I try to delete,move,rename them, windows say that they don't exist. I tried TuneUpShredder too,but did nothing. Same thing happened with MoveOnBoot.It accepted them,but it did error saying that the files don't exist.
Now,if these files where in a folder I wouldn't mind so much,especially as they say their size is 0,but they are in the desktop,so I would mind if my desktop starts filling up with those kind of files and can't do anything about it.
Anyone help?
I hope I gave enough info.

Welcome
Two ways come to mind, if this does not work, post and Ill get the big guns
Folder - Delete from Command Prompt
File - Delete from Command Prompt

I'm sure that it will work, IF I can change my whole windows. Sorry that I didn't mentioned it, they are Greek Windows 7, and the whole thing is in Greek and for some reason,I cant write greek in the prompt. While I can write perfectly english XD
And here I was wondering,what will happen if for once I don't get English Windows...

Tried System restore?

Could have sworn you were one of the " big guns " Richard.

Dont know if I am big gun or not; but I was referring to a technique to remove the files that removed a lot more.
But thanks for compliment.

Just calls 'em as I sees 'em.

Problem solved,with the DelivFile program. Thanks for the help people