Cannot Delete Shortcut from Desktop because I need Admin Permissions even though I am Admin

Installing the new Malwarebytes 2.0 put a shortcut on my desktop that I want to remove, but dragging it to the recycle bin shows this message:

I am an administrator on this computer, so normally clicking "Continue" solves the problem, but it didn't work here. Instead, I got this message.

How can I resolve this? I have tried using the built in super administrator account to remove it, but that does not work either.

Disable self protection module in advanced settings of Malwarebytes 2.0 then you can get rid of the shortcut. Then you can reenable the self protect module if you wish. It keeps anything from altering or moving or copying any of Malwarebytes' files.

A simple fix is to install Unlocker, which adds an option to the right-click context menu of Windows Explorer. Right click the shortcut, select Unlocker, and select delete. If it still encounters problems deleting the file, it will attempt to delete it on next reboot. I have had this work with files that I was unable to manually delete before, but occasionally it still would not work. In that case the issue might be able to be fixed by changing the file permissions, as Tech1337 says.