If I have understood correctly, you know what file you want to delete, and you have access to it in your Downloads folder. If that's correct, have you looked at the permissions on the file (right click -> Properties -> Security)? Ownership is under the Advanced section of Security.
You can download a registry modification to add take ownership to the context menu. The last time that I looked at the download on http://www.howtogeek.com/howto/windows-vista/add-take-ownership-to-explorer-right-click-menu-in-vista/?PageSpeed=noscript all looked okay, but scan it before using it.
So, if you do not already have ownership of the file that you want to delete, you could try taking ownership, then try deleting it (in Safe mode, if necessary).
If that fails, then download a version of Linux, e.g. Kubuntu, for booting from a USB memory device, boot up with that, and then you can delete whatever file you want to.
