RIGHT click on each file, then move them to the Recycle bin.. Since they're desktop files, they certainly aren't important system items.. Occasionally, such files aren't easily deleted in the normal fashion and if that's the case here, then try restarting in Safe Mode, then delete them, or use the free Unlocker program from the link below:
How To Start In 'Safe Mode'
Hope this helps.
My computer was infected with MS Removal Tool and thanks to the instruction from your Web site, I was able to remove it. At the time of infection, I also noticed that 2 new files were added to my desktop. They are 0.30605367786813775.exe and 0 file. I've run both Malwarebytes' Anti-Malware and AVG full scan on my computer but they didn't mark them as virus/trojan/malware. Please let me know what these files are and how to safely remove them.