Help deleting a file/game

Hello all. Sorry if this is in the wrong section.
Being the curious/bored person I am, I decided to download a game called "Ace Online".
I downloaded it with the P2P option, from the site, and downloaded all 1.3GBs of it.
After having it finished installing, I was unable to close the installer so I restarted.
A few hiccups later of making an account , I realized I think I installed the game wrong because I had trouble launching the game.

The problem is that whenever I try to delete the game (C:\Users\*MyName*\Desktop\Ace%20Online(2503)) by right click>delete, it would force me to restart Windows Explorer and that file won't be deleted. And even then, once in a while, Windows Explorer would restart (such as when I'm hovering over the task bar). I don't see a program labeled as "Ace Online" in the uninstall list. I'd like to have the game deleted, the Windows Explorer is not responding, and some minor slowdowns fixed. These problems occurred after I downloaded the game.

Thanks for your time.

If you have a restore point just before the install, that should get you back to where you were. If not and you think the game is legitimate, try going to the site, if they have a forum, to see if someone else found another solution.

Also if you don't have a restore point and think the game may be a malware, you can try installing Malware bytes antimalware and running a scan. The scanner part of the program is totally free:
Malwarebytes : Free anti-malware, anti-virus and spyware removal download

If you have a restore point just before the install that's probably the safest bet though.

For future reference you may want to make backup images of your system to a USB HD. There are several good free and paid programs to do it.

You can find some free ones here:

http://www.thefreecountry.com/utilities/backupandimage.shtml

Welcome
If he did not beat me to it, I would have suggested System Restore, too, a very good solution. In the event that you do not have a restore point, try revo (30 day free trial for 64 bit)
Revo Uninstaller Pro - Uninstall Software, Remove Programs easily

Thank you for your quick reply.
Honestly, I didn't think of system restore.
Currently restoring to 12 PM of today, hope it goes well.