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.
I hope I gave enough info.