Can't remove old icons

Transferred my files to my cpu from the external drive so I can reformat it, but after transferring back the files to the external drive, some icons were left in my cpu and cant be deleted, how will I get rid of them?
 
I tried all that is written here on how to delete those icons left in my cpu and yet its still there. Maybe anyone can give me another option. I already reformat the drive and its still there and when deleted it says cannot delete system volume information. access denied. make sure the disk is not full or write-protected and that the file is not currently in use. Please help
 
I do everything like shown below: But again when I want format USB drive 8 gb show me message write protected.
WHO CAN HELP SLOVE THIS PROBLEM, PLEASE

To setup read only USB storage device operation, follow these steps below:

Click on the Start Button and type in Regedit and hit Enter.
Navigate through HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control.
Right click on Control and select New and then Key. Call the new key StorageDevicePolicies.
Right click on StorageDevicePolicies and select New and then Dword. Call the new dword WriteProtect.
Right click on WriteProtect and select Properties. Set the value to 1 and hit OK.

The computer is now configured to disable writing to USB storage devices
I already tried this but I failed. Do you have another option please.
 
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