Go to the location where the files are, and delete them.
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Vista Home Premium 32 SP1
http://get.live.com/wlmail/overview
"bob" <bob@discussions.microsoft.com> wrote in message
news:99BEC556-383A-49E3-AA9D-B00460C48096@microsoft.com...<span style="color:blue">
> Someone downloaded some nasty items into my desktop background list in the
> control panel. How can I delete them? </span>