To everyone with the same problem i had, heres a step by step solution
1. go to www.download.com and search for an unlocker program
2. download and install that program
3. right-click the icon that won't delete and hit unlock
4. it should bring up a console thing, then look for a selection thing on the bottom left of the console
5. switch it to delete and then hit kill and it should delete the icon
special thanks to deejaynphinity for his suggestion of using the unlocker application
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