When running a "command prompt" window in Windows XP, after deleting a file, you can simply exit out by clicking on the X in the upper right corner to close the window. Some choose to exit to the C drive first, from within the command window, then click on the X in the upper right to close the window. You can revert back to the C drive in a command window by typing: cd \ ,(leaving a single space between the cd and the backslash, then press the "Enter" key.

In order to delete the trojan and virus files you have mentioned previously, make sure to start the computer in "Safe Mode", then delete them from the command prompt window.

Hope this helps.