cannot delete partial download file!

Please, somebody help me delete a partial file from my computer. I tried to download yahoo messenger to my computer and I accidentally downloaded 2 of them (I think),but only one was a full one. The other I cannot get rid of now. When I try to delete it, it says "The operation can’t be completed because the item “yahoomessenger_3.0.1build35554.dmg.download” is in use."

This is a lie. It is not in use. If I pull it out of the trash and try to open it it tells me this "Safari can't resume this download. The file “yahoomessenger_3.0.1build35554.dmg.download” doesn’t appear to be a valid download file."

How do I get rid of this vile corrupt file? It's driving me crazy and I want it OFF My computer.

Thanks