Deleted file reappears on desktop

I'm running Vista Home Basic on a non-networked desktop computer.

A music file I had on my computer was repeatedly re-installing itself onto
my desktop, even after I had moved it to another folder. It would stay in
the old folder, but copy itself (I guess) onto my desktop. So I deleted the
file from all locations and emptied the recycle bin. This file still
repeatedly re-installs itself onto my desktop, despite having been
successfully deleted many, many times. As far as I can tell, it is a
non-malicious, regular music file.

There are no persmission issues in deleting it - I always am able to
successfully delete it. It always comes back, sometimes slowing down my
computer in the process. Anytime my computer acts slow, I check to see if
the file has come back, because there is often a correlation.

I've never had this happen with any other file.

Thanks in advance for any help you might provide.