Delete key won't work for multiple files

[MoltresRider]

I cannot get multiple files to delete when I hit delete on my keyboard! the delete key works just fine when only ONE file is highlighted, but if I have several files highlighted, the delete key on my keyboard WON'T work!

 

[Mr Davo]

Right click with your mouse on one of the highlighted files and then select delete - this should accomplish the same outcome!