I think Narogh left something out. The simplest way is, in Terminal, to type 'rm rf ' (note there is at least one space at the end of that, and don't press return just yet). Drag the file/folder from the desktop into the Terminal window, when the full pathname will be inserted. Then press return.
If it complains about permissions, you may need to do the command again but preceded by 'sudo '. The you must supply your admin password (which is not echoed - just type it and press return).
hth