Cant delete download
 

I have downloaded a movie that will not play and which I cannot delete.
The message comes up cannot delete as it is in use by another person or programme.
This is on my documents !
I am quite new to this and dont know what to do.

merge Cant delete download
 

Done & gone !!
BIG THANKS to Only a Hobo.
Tried re-naming a couple of times, without success, rebooted and the delete command worked.