Help i have a file that says cannot delete file and i want to delete it...Please answer?

so i tried to save a picture onto my computer for my school project from yahoo images. But now i cannot delete it from my desktop. Every time i try to delete it, it says: cannot delete file: cannot read from the source file or disk. and I tried to rename the file and i cant do that either. Help please. I have the acer: aspire 1 computer windows xp. PLEASE HELP I AM DESPERATE........ i want to delete this picture but i dont know how