Icon removal

I downloaded a game and deleted it about an hour later (did not like it). I deleted it in the add-remove.

The game deleted but it left behind an icon that will not go to the recycle bin. Where can I get a program to get rid of it? I had a program awhile ago and deleted it and forgot the name.

 

Where is the icon?

If it's on the desktop, start menu or program files just hold down the shift key and hit the delete key at the same time.

 

It did not work. It is an icon for the game Bejeweled. It happened to me before and someone informed me of a program that would remove it. The program worked I just forgot the name of it. The icon is on the desktop. I went to add-remove in control panel when I deleted it and the icon just wont go away.

You try to delete it and you keep getting the message that this program is being used by someone or another program, etc. Try closing other programs that might be using this file?

I give up, but thanks for trying to help.