How to delete broken shortcut

[some_guy]

Hi,
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I have a shortcut that won't delete. After uninstalling the associated program its link remains on the desktop. When I move it to the bin I get the following error;

"Could not find this item

This is no longer locate in C:\bla\bla\bla"

Can someone help me get rid of this superflous link? Apologies if this is a repeated post, being new to Windows I'm not sure of termonology to search with.

Thanks in advance