hmm...you say it's an "image" file and labeled ax_ax
Do a Start>Search
for the file and see if it appears in more than one location.
When you right-click on it do you get "Open With" on your menu...if so, try opening it with an image viewer.
Yes, we know the file isn't causing you any grief but, now it's become the challenge of successfully deleting this stubborn file now that all conventional methods have failed.
Do you have an image viewer like IrfanView
or MSPaint that you can use to try and open the file?
I'm presuming that the file extension is .ax
A google search found this: .AX FILE EXTENSION
and says it's a Plugin File>DirectShow Filter
Program(s) that open ax files:
Mac OS>Apple QuickTime Player or other media player that supports video filters
Windows>Apple QuickTime Player or other media player that supports video filters
If you have installed QT (or perhaps it will show up in your Search) see if it's located in QT Plugins or Firefox/IE Plugins.