Hidden file

Ok so....

I wanted to change my desktop image the other night

Well I clicked on system preferences and then the desktop and screensaver I noticed a picture that I had not noticed before and I looked and didn't find it on my desktop.

So I thought I missed it and proceeded to organize all the stuff on my desktop into a couple of folders. Well my desktop is now clean and free of all but two items.

So I go back to my system preferences to change my desktop once again and it says the image is still on my desktop (yet it is nowhere to be found)

I've searched in finder the file name that it says it's under but to no avail.

So I thought that somehow somewhere along the line I got some spyware or something along those lines (I mean a hidden file seems like it would be a virus or spyware or something like that) so I downloaded all the freeware antivirus scanners and spyware scanners I could get my hands on...

I scanned...and scanned...and found....nothing

the only place it shows up is in the system preferences but other than that the file doesn't seem to exist. I want to get rid of it because obviously it's there

so yeah help please

I have Mac OSX 10.4.11 if that makes any difference