6) Press and hold alt+tab to switch into the CMD window, once you open it, you type inside: DEL Filename.ending WHERE Filename.ending (DEL This.exe D:\Downloads\Favorites\ This.exe)
Then press enter Type y and enter again.
(if the file you are trying to remove is not located on your windows disk, the CMD might say that it can't find the file in the windows disk, just ignore this)
7) you can close the CMD and switch/open task manager back choose the applications window, press "new task" and type explorer.exe then Ok, and thats it