No, the "delete" button is not your best friend, not if you mean the red "X" in the corner of the page. In malware the functionality of pages has sometimes been shifted (re-written or coded) so that if you click X it's like hitting "enter." Your best bet is to do Control + Alt + Delete and use the task manager to close the faulty program, then go into scanning and whatever you do to get rid of malware. I'm told that normal shutdown can allow malware to write itself into the system, while hitting the off button and a quick shutdown prevents that. I haven't researched that idea since I read about it.

Windows 10 will let you write a clean copy of your windows software over the messed up version and save your data (refesh) or you can restore and completely clean out everything and have a clean version of windows. Everything needs to be reinstalled, etc. I think those were the terms - I had to clear some crud out of my neighbor's computer and I used the method to just refresh the Windows, not delete her data, and it worked fine.