If you can find the filename in the task manager (Ctrl + Alt + Del), you can terminate it there. Otherwise, navigate to the folder and try to rename or move the file. If you succeed at either, reboot the computer. The Trojan should no longer be running, leaving you free to delete the file completely.

By the way, since you know you have at least one Trojan on your machine, you should run a Trojan scanner. Try AVG Anti-Spyware (the former Ewido) and a-squared here: http://www.ewido.net/en/
and here: http://www.emsisoft.com/en/software/ax/

Hope this helps!