Can't delete NSIS packed files?

I'm cleaning a friend's HD and I'm getting a whole bunch of files that look like E:\WINDOWS\system32\setup1052.exe »NSIS »IEHost30.exe - Win32/Adware.URLSpy application

The box that pops up suggests that I delete the file, but "Leave" is the only enabled option.

What's the deal?

 

Since it's an archive, you'll need to look up and delete the file manually.

 

Ah, I didn't think of it in the archive sense. An option to delete the entire archive would still be nice, though.
I'm not even sure what NSIS archives are, or what software I would need to remove the infected portions.

 

NSIS are installation packages. Apparently this NSIS file in question belong to an adware, just delete the entire NSIS file.

 

Thanks, got it.
BTW, found NSIS=Nullsoft Installation System