TwoUpWeb's dashboard

I have downloaded Metroid Cubed, a game.
It's folder was named Metroid Cubed.
I played it and received an undeletable icon that looked like a folder named METROI~1.

I had this problem once ago, with a video. It was : Windows 95, then an icon that looked like a video appeared named : WINDO~1. but I solved it by a clean install.
How do I delete it without Clean Install.