There's a file on my desktop won't delete

hey everyone
i have a 2006 black macbook 160 gb hd, 2 gb ram and ive been having issues for awhile but this one is really annoying. theres a file on my desktop call with the extension ".docx.doc.download" and it's weird. when i look on the desktop in the finder window it's not there but it's on the desktop and everytime i move it to the trash i get this notification
and everytime i move the item around the desktop...this happens to the screen
i tried using first aid in disk utlity and that did nothing...any help is appreciated!

Open the Terminal application. Type the following line:
sudo rm -R
Put a space after the -R. Don't hit enter yet. Next drag and drop the file you want to kill into Terminal. It's path and name will be added to the command. Now press Enter. Terminal will ask for your admin password. Enter that and press Enter again. The file should disappear.

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