A program that I would like to garbage can...

I was futzing around and thought I would take a look at DVD sharing re my MBA (DVD-less). In my web search I found a program called...
"DVD_or_CD_sharing_setup.dmg" which I downloaded and ran. I never did see any change in my system so I moved the download to the Garbage Can.  Then, it trying to empty the trash, a message popped up that said...
"DVD_or_CD_sharing_setup.dmg" is in use and unable to empty from garbage.  I've done a search and can't find this program anywhere on the HD.  Anyone know how to get this file off my MBA? 
I should note that in look at the dmg file, it says it was created in March 5, 2008.  More old web trash sitting around waiting for someone like me to download it.
Sure would like to make it disappear completely.

Disregard the question above.  I just discovered how to delete the program.  It was hiding under DEVICES in Finder.  A quick "eject" and it was gone from there and then from garbage.

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