Deleting Shortcut?

Ok, I had to download a program, it turned out to be the wrong one, so I uninstalled it. I still have the shortcut on my desktop. I try to delete it-right click & dragging it to the recycling bin-no luck. It just says “could not find item. verify items location and try again” The program has been deleted, there isn’t a location. How do I get rid of this shortcut????
(I am running window’s vista)
yeah I tried right clicking then ‘delete’ same thing as when I to move it to the trash. It won’t work. Says the thing about the file location not being valid.
Thanks, restarting it worked-got rid of the icon.

You need to restart the computer and then it will delete.

How to Hide the Recycling Bin on Windows XP