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Open your DLL file's location. Open the Start menu. Click "Run". Type "cmd" into Run's text field, then click "OK". Type "cd" without the quotes and press ↵ Enter. Type "regsvr32 -u (filename)dotdll" into Command Prompt. Press ↵ Enter to unregister your DLL file. Locate your DLL file in its directory. Right-click your DLL file and select "Delete".
This will ensure that your current directory is updated to match that of the .dll file. If you are deleting multiple .dll files, they may not be in the same location.   This will open the Command Prompt app, which allows you to interact with the operating system via user-entered commands. If you're using Vista or later, you'll need to boot Command Prompt in Administrator Mode. To do this, click "All Programs" in the Start menu, select "Accessories", right-click the "Command Prompt" icon, and select "Run as Administrator". This will reset your Command Prompt execution to your current directory, where the .dll file is located. This command finds and unregister  your targeted .dll file. Exclude the quotation marks and the apostrophes; for "(filename)dotdll", insert the name of your target .dll file and the .dll extension. Your .dll file should now be ready for deletion!  This will send your .dll file to the Recycling Bin, from which you can delete it permanently.