Files Won't Delete (WinXP)

I'm on windows xp with sp2 and I just downloaded 3dMark05 from MajorGeeks. First of all, I had a hell of a time getting the file. It would stop downloading every two minutes, so I had to use leechget, which I had to keep telling it to resume downloading the file. Then it said the url was no good so I had to tell it to download from a different mirror.

After downloading the file I tried running it to no avail. It will just open a command prompt for a second or two. So I tried to delete the file (BTW, it made two files for some reason?) but every time it says the file is in use. I tried rebooting, still in use. I tried ending all running processes, still in use. No matter what I do it says the file is still in use.

Is there some way I can get to a command prompt with out windows so I can delete this file from my desktop?

 

You could try booting in safe mode or booting to a command prompt.

If not, there are programs out there that will kill or delete any application/file.

It is called Killbox. I don't have a link.

 

alright, thanks... I'll look around for it