Can't open, move, delete or rename a file. Please help.

[minto...@sbcglobal.net]

Sorry for the new topic on an age-old problem, but it involves
opening/moving/deleting files.

I recently downloaded a .jpg file from Limewire. When I try to open,
delete or move it, nothing happens. It's as if the file isn't there.
When I try to open the file properties, I get the error message "The
properties for this file are not available." Attempts to delete the
file from the Command Prompt were also unsuccessful. Tried to scan the
folder the file was in for viruses; my anti-virus program found
nothing.

I've had this problem crop up before, also with .jpg's. The last time
it happened, I finally gave up, nuked my hard drive and started from
scratch, but I really don't want to go through that again.

Does anyone have any suggestions? BTW, using Win2K SP4.

Thanks in advance for your help.