Unable to place the item in the trash

Hello, I have a file on my desktop (a .download file, so an incomplete download from Safari) that I cannot delete. It says "Cannot move the item '___' to the Trash because it cannot be deleted."

I tried a method I found online (chmod 775), but the problem persists.

Here's a screenshot just in case: ht tp://www.zimagez.com/zimage/capturedacran2011-08-03164143copie.php

Thank you in advance.