In the new pro version, how do we delete stuff we dont want?

Right-click any file in the download window & choose Cancel. This will also delete the incomplete file.
For completed downloads, go to your Library window, find the file & right-click it & you will see option to Delete from Disk.

1. If you are sure of the file name, then click Start > Search (files and folders) - and enter that name into the appropriate box. This is the most straightforward way.

2. Go to your Desktop (or click Start) > My Computer > Local Disc (C) > Documents And Settings > Administrator > My Documents > Downloads. This is often the Windows XP default download folder location [Vista or Windows 7 should be "logically" similar].

3.Your browser may be set to a default download location. You can determine your browser's default download folder by opening that browser and reviewing your Options:

a. GOOGLE CHROME - click Wrench > Options > Under the Hood. Examine the Downloads section. Your default download location will be revealed [You can then either Change this, or tic the "Ask where to save each file before downloading" box - for future downloads].

b. MOZILLA FIREFOX (4.0 Beta 12) - click Tools > Options > (General Tab). The Downloads entry will reveal your default downloads folder, if "Save Files To" is checked [You can then either Change this, or tic the "Always ask me where to save files" box - for future downloads]. Other versions of Firefox should be "logically" similar].

c. INTERNET EXPLORER - Go to your Desktop (or click Start) > My Computer > Local Disc (C) > Users > (your name) > Downloads).

4. Your Download Manager (if you use one) will have a default download folder location unless you exercised the option to ask you each time. Your browser will have any download managers listed (under "Tools" > "Extensions", or simply under "Tools").