How do I delete the "setup-dm" file from the desktop?

 
Very important: Don't try to delete the Download Manager with Windows Explorer or else you'd have to start the process below all over again -
 
1. Restart your computer.
2. Open the "Start" menu and select "Run".
3. Enter [cmd.exe] in the "Open" field and click "OK".
4. In the command window, type [del ] (Don't forget to insert a space after the instruction).
5. Locate the Download Manager's icon and drag it with the mouse into the command window.
6. Press ENTER. It should delete the Download Manager file right away.