First, if your drive is formatted NTFS you cannot deleted it from DOS.
If it's a FAT or FAT32 drive, use the 'del' command to delete files. If you're deleting directories, you will need the 'deltree' command, which you will have to download because it isn't included anymore with windows NT (suppose you're not using Windows 98/95 anymore?). Once you got it, copy it to the root of the bootable floppy/CD/DVD/Flash drive/... and you can use it in DOS. Surf the web for the correct command syntaxis or use the /? switch.
TIP: Once in DOS, use the 'dir' command to find out where the file exactly is because drive letters will probably be different than when in Windows.
hope this helps