I downloaded PacMan from Tiny Windows Games.com. It went into my WinZip files. The instructions said I have to have some kind of ROM files ?? for this game to work. I don't know what that is. Now the icon is on my desktop for Tiny Windows Games.com. When I click on it, it doesn't do anything but just sit there. Right-clicking doesn't get any response either. I would like to delete it from my desktop. How do I accomplish that?