I cannot move, rename, or delete a file from my desktop

I have a file on my desktop that was recently sent to me.  It is called filename.pdf.download
I have tried the help advice on the apple website and in the forums, but I can't seem to delete this file.  I cannot even rename it or add it to the trash.  The file cannot be moved at all on my desktop.  I can't "get info" on the file either or see if it is locked, or try to unlock it.  When I click "get info", nothing happens.
When I try to move the file to the trash, this message comes up:  The filename.pdf.download can’t be moved to the Trash because it can’t be deleted.
Any suggestions on how to get this thing off my desktop?
Thanks!

Try the suggestions on this article.
You may also want to "Repair Disk Permissions" on your main drive, from within Disk Utility.

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