My computer was infected with a virus. I scanned it with AVG and cleared it. It left me with a blank file that I cannot delete. When I right click on it, the only options I'm given are OpenHomePage, properties, Start without Add on and Create Short Cut.
The file has no name and no delete context menu option. I cannot move it to another folder. It does not show itself in cmd. I have no idea how to delete it. Here is what it looks like on my desktop:

[EDIT]
I tried Unlocker, but the blank file does not have "delete" or "unlock" options. I also tried booting to safe mode, but that did not give me a "delete" option either.
Again, the problem is that the file does not offer me an option to delete it. I can drag it to the Recycle Bin, but nothing happens when I do, not even a warning. I know it is related to some sort of virus/trojan. I tried running various antivirus programs including AVG, but the file still stays on the desktop. If I go to C:\Users\*someUser*\Desktop, the file is not there. It's only on the desktop as in the desktop of the computer screen.
[EDIT 2] In File Explorer, I see this:

I searched for the key and found it in regedit. Should I delete it?