Ok, why won't this go?

[Dale]

(Apologies if this is in the wrong area - n00b here)

I have a MP3 file on my laptop... when I select it and hit "DELETE" on it nothing happens. So when I right click it the menu is different... anyone know how I can like get rid of this file?

Right Clicked Menu:

 

[PC eye]

Once you browse to the actual location on the drive by way of Windows Explorer or the browser in MyComputer you can either drag it into the recycle bin or right click on it there and choose delete. It will end up in the same place. Just remember to.... empty the recycle bin.