Cant delete a file?!

Hey guys!

I have a strange problem: I downloaded a music clip (file size 33mb) from youtube to the desktop and now when I wanted to delete it widnows was only saying preparing to delete and nothing happens... I even left it about 5-10mins to prepare the delete and nothing happened... The extension is ".flv". I tried the eraser program bit didn't work :/ I've about program called unlocker but my Nod32 warned me its a virus, so I didn't download it. Also after I try to delete the file and pc slows down :X And when I open programs e.g. task manager and after I close it the icon stays in the traybar but it is closed actually :X Here is a screen:

I have ESET and got unlocker from the (old) home site. You should be good to go with it from FileHippo, Softpaedia etc.

Finally..... unlocker solved the problem, thanks