Cant delete file with virus in it

I was recently doing a little bit of music downloading. Upon downloading one of the songs, my computer got infected with a virus. The virus is imbedded inside of the music file. The virus causes a window to pop up that says: Microsoft Visual C++ Runtime Library
Buffer Overrun Detected!
Program C:\Windows\Explorer.exe
A buffer overrun has been detected which has corrupted the programs
internal state. The program cannot safely continue execution and must be
terminated
it also pops up one of these windows that says the same thing but for a couple different programs. If i press exit or ok, it looks like it almost restarts the explorer real quick, and exits alot of my current programs. I ran several virus/spyware checks with PC-cillin and prevx on the folder the song is in, as well as the system32 directory because I heard thats where it "lives", but it comes up with nothing. When I try and delete the file, more of the buffer overrun windows pop up, and the progress bar freezes up after a little while. Any suggestions on how I should get rid of the virus?