I need help deleting data sets

I need elp deleting data sets.  I Must have screwed up when I tried to delete one.  I highlighted the data set I wanted to delete and picked the delete data set. OK.  The name went away.  But when I later looked at my restore page I saw all of the files were still there, but I couldn't get to them!  I still want to delete the whole data set - files and all.  Is someone willing to help me?