I just got this very cool looking Orchid,
 

I don't know a lot about this kind of Orchid, I need some help on it bloom, from the pictures can you tell if this is a new bud or an already flowered bloom? Or could it also be a bud that died before it got to open? Any help would be good...

I'm guessing its a mottled leaf Paphiopedilum, and it looks the remainder of an old flower stem.

Could you post pictures of the orchid itself?

Here is the Orchid its self

IMO a spent flower stem

Its a spent flower spike

Thanks, do I remove it? like my other orchids and if so how do I go about doing it?

Cut it down close to the leaves, as close as you can without damaging the leaves themselves.

Yes remove it, this sort can't grow further flowers.

Yes you will want to remove the stem :)

Thanks RosieC and SlipperGirl...