Cant delete files

I decided to clean up my Download folder. I find that I cant delete anything. There is no delete option on any file in that folder, although there is a "Undo Delete" option. It seems that only the Download folder has this problem.

I'm using Windows 7 (64)

 

When in the download folder, highlight a file and then in the upper left select Organize>Delete. Do you have that option?

 

That worked. Thank you. :-D

 

No problem and thanks for the feedback.