Came across a CD that came with my digital camera yesterday and it contained a program that looked interesting. So I copied it on to my hard drive [[dumb, dumb, dumb). It pasted a shortcut on my desktop.

Realized the program wasn't worth a poop, so I deleted the program. Alas, I didn't remove the shortcut first. So now when I try to delete the shortcut icon from my desk top, I get the message, "This is no longer located in C:\ etc etc. Verify the items location and try again."

Trying again just reboots the message. So, gurus, how do I get rid of this icon?