can't delete or open

[thirdwatchfan]

I was downloading some songs from limewire, and I downloaded this one song, but it won't open, and when I tried to delete it, it also won't delete. I tried right clicking on it, figuring I would delete it that way, but deleting wasn't an option, all it said was open, and even when I tried opening it that way, it didn't work. I was wondering if anyone knew how I could get rid of this song? any help would be greatly appreciated. Thanks.