Song file not visible on desktop

I was trying to transfer some songs for my mother onto her phone. I usually just drag it directly from my iTunes to whatever folder I decide to put it into in the phone's SD card, but since her phone wasn't letting me do this, I simply dragged the songs to my desktop and then onto her phone. Everything was going fine, all the songs was going in the phone perfectly was showing up in the music player, I but I noticed that one song I had tried to drag there didn't show up. I looked for it on my desktop and saw it wasn't there. I thought maybe my hand slipped or something so I dragged it again from my iTunes on the desktop and a message popped up that the file already existed on the desktop. I did this numerous times, even replacing the file AND duplicating it but it still wasn't visible. I looked on every corner of the screen, even shrinking the resolution back and forth, but it wasn't there at all. Then I tried to make a new folder on the desktop and pull the song in folder. When I did it, the file still wasn't visible but the properties said there was a file there. Another weird thing occurred is that the new folder I had dragged the song into disappeared also but it was still there because when I made a new folder by the same name, a message popped that it already existed. I even copied the file path to track the folder that originally holds the song shows that there is no file there even those it is in there. This is the only file that is behaving like this because all of other song files do not do this. Show all desktop icons is enable and I'm the only user on this laptop. This is really annoying because I have on my desktop I can't see, delete or move but I can play this song on my iTunes with no problem. I ran out all options

I've found in Windows 7 that often files saved to the Desktop just don't show up there unless you either refresh the screen or look for them in Windows Explorer.