Help me. How do I delete a file that the computer can't see

I have accidently downloaded a file that has no extension and when I select it from windows explorer, I get an error message "Cannot delete file. Cannot read from the source file or disk." How do I get rid of the file. I have run AVG free and it doesn't see it. I have run Microsoft Malicious software removal tool, it doesn't see or think it is a problem. Any suggestions would be greatly appreciated.

Thanks for the advice, but it doesn't work. I tried dos and the del command last night and tonight. I have rebooted several times since the file came to visit me. Their is something about a file that you know is there, even if it reports to be 0 KB in size. For some reason, I don't trust suspecious files. I know it will try to kill me sometime. I will keep trying to find a way to rid myself of this pest.

****Unlocker Assistant**** Solved my problem. I also lets you delete files without extensions. I hope this helps someone.

Thanks for all your suggestions.