undeletable shortcut

I created a desktop shortcut (to a website) that I want to delete but cannot do so.
When I attempt to delete it I get this popup Window:


I never had any problems with my INTERNET SECURITY settings as described in this window, so I'm reluctant to change anything about them.

The name of the shortcut name itself contains lots of words (not sure how that happened) and when I look at its PROPERTIES it shows:
\\?\C:\Users\bromberg.DESKTOP-V44B91G\Desktop

Not sure where that \\?\ came from either.

Thanks in advance to anyone who has an idea how I can delete this shortcut.
I'm running Windows 10 Pro 22H2.
Dan

\\?\C:\Users\bromberg.DESKTOP-V44B91G\Desktop


DEL: stands for the delete option
/F: stands for the force delete option
/Q: stands for quite a mode option.
/A: stands for various file attributes such as read-only, hidden, ready for archiving, etc.
/C: stands for your main drive. In most of the cases, it is the "C:" drive

In your case it should be, in CMD(adm):
DEL /F /Q /A \\?\C:\Users\bromberg.DESKTOP-V44B91G\Desktop
or
DEL /F /Q /A C:\Users\bromberg.DESKTOP-V44B91G\Desktop

...I think.

NTN,
Thanks! Your first suggestion worked!
Dan