Dim file As String = ""
 
Try
    For Each file In [Dialog].FileNames
        My.Computer.FileSystem.DeleteFile _
             (file, FileIO.UIOption.OnlyErrorDialogs, _
              FileIO.RecycleOption.SendToRecycleBin)
     Next file
 
Catch ex As Exception
      MsgBox("Abbruch! " & vbCrLf & _
          IO.Path.GetFileName(file) & vbCrLf & ex.Message)
End Try