Problem after downloading adobe

Quine/Fate — Thu, 02 Nov 2006 22:21:11 +0800

Here is how it goes. I wanted to use Adobe Reader so I decided to download the software at the offical site Here
Following the procedures, I've downloaded the file which is an .exe file and saved it to my desktop. The description says it is also a download manager from Adobe to connect to the server to download the software.

After running the program, the download manager doesn't seem to download the program (still connecting to server), so I decided to stop it. It wasn't responding so I Alt+Del to end the process. The problem starts here. Right now I couldn't even resume the download and I can't seem to delete the .exe file.
The error that kept poping up is "blablabla.exe is not a valid Win32 application when I clicked on the .exe file. I tried re-downloading the file. After that, I re-run the program and tried to continue the download and the error says "Cannot write to file bla bla bla" and "The file may be locked or you do not have sufficient rights. Please make sure you have write access to this file". Same thing goes when I try to open the .exe file.
I just want to get rid/delete the stupid icon off my desktop. Tried scanning and it doesn't contain any virus whatsoever. Please help!
Here is my hijackthis log file hope it can help. Here

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Problem after downloading adobe