If its a trojan, it might have a registry entry, that you have to delet before you and elete the file. If it does, its most likely in the
HKEY_LOCAL_MACHENE/SOFTWARE/Microsoft/Windows/Current Version/Run
directory..... If you want to get to the registry go to the start menue, select "Run" and type in "regedit", no quotes.... then go to the above directory. If one of the entries or descriptions matches the file name of the virus, then delete the value from the registry (or double check on google by typing in the registry value to make sure its actully a virus and not a system file), and restart the computer. You can now delete the virus like any other file. BUT, if you do not know which value is the virus's, dont delete random things, my friend screwed his computer up that way.
Not all trojans create registry viruses, but many do.. I used to play around with trojans, I had to "disinfect" my comp on many, many occaisons- and when Norton failed, this was the easiest manual way to do it. You can also murder a lot of spyware this way... you'd be amazed how much of that crap most comps have.