Windows 8 - can't delete a shortcut

[Red Arrow]

I was trying to change the folder location of the "My Pictures" folder, but by mistake just selected my E: drive. Now for some reason in my personal documents folder I have a shortcut to the E drive which I can't delete and I no longer when right clicking on My Pictures do I have an option to change it's location.

Any ideas?

[LUTZIFER]

It's not a shortcut. It's a Library item. Gotta remove it from the Library.

Well I think that's how anyways, but still, it's a folder, not a shortcut.

Maybe you need to Take Ownership, it is a system folder I think.