[CentOS] how to delete file "--filename"??

From: mcclnx mcc <mcclnx at yahoo.com.tw>
> i have file on CENTOS 4.6 and I tried to delete it failed.  I have been tried 
> following way but NOT work:
> rm -i *
> rm --filename
> rm \--filename
> rm "\--filename"
> rm '\--filename'
> any ideal?

$ rm -- "--filename"

JD