well i'll assume you're talking about deleting for a minute here, since you mentioned downloads. NOTE, to use the 'sudo' command, you must have Root enabled. you will need the root password. root is very dangerous, don't play with it. if you really want to enable it, do so in Directory Access. You can try the commands without 'sudo', but it may not work, depending on how buggery the files are.
IN the terminal, type this (assuming the file is on your desktop) *exactly* how it is, with a [return] after each line:
cd Desktop
sudo rm -f filename.ext
.ext is the filename extension, which may be hidden. To get the extension, choose "get info" on the item, in the File menu. Then click on "name and extension".
So you know what you're doing to your system:
cd means 'change directory', in this case from /Users/yourusername/ (where Terminal automatically puts you) into /Users/yourusername/Desktop, which is where the files on your desktop are actually kept.
sudo invokes root, which is the poweruser on your system. again, it's dangerous.
rm is command for 'remove'
rm -f means to try to remove it, without regard to the file's permissions. Kind of the force delete you were talking about.
if you have ANY questions about this, *ask first*, you don't want to screw up your system
pnw