Help! Undeleteable .exe because its open in my firewall !!?

I downloaded something and it put a .exe file on my desktop and its un-removeable because its open in avast!



How do i delete it!?
computer firewall:

http://best-antivirus-computer.cn/firewa
disable avast or boot into safe mode by pressing f8 at startup and remove it then safe mode only starts the basics
Try SysInternals Process Explorer (good enough that Microsoft bought the company). From that, you can search for the file name and it will find the process that is attached to it. You can then close the file handle, which will allow you to delete the file. Very useful utility to have, especially when MS Windows thinks it is helping you by locking a file/directory.