|... (being used so you can'nt delete it? make sure you close the graphics program that created it)|
... maybe its something pretending to be a "jpg" (?)
... try the "three finger salute" [press] <Ctrl> <Alt> <Delete> <keys>
... which should bring up "windows task manager" click "processes"
... see the longfilename in the list? if so click it then "end process"
... if it was listed you should be able to now delete it.
... as #4 suggests download http://www.malwarebytes.org/product...
... install, update the definitions and scan your pc.
... did have long filename problem years ago might be an idea to bootup with a live cd then delete it from that location! http://www.livecdlist.com/
... there is logic to this madness!