It's like de-lousing. Make sure they're leted before you delete them!
Seriously there are several ways. You can drag and drop as stated above. You can highlight the file by single clicking and hitting delete on your keyboard or click the right mouse button and select delete in the box. These are simple ways but there are still others. Experiment! But be carefull what you delete! Stay out of operating systems.
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The last fight was my fault. My wife asked "What's on the TV?" I said "Dust!"