How to correcty remove a game from the List

Those remove emulator caches. You can remove those caches if you want.

If you want to remove a game from the list you can use "Hide from Game List".
If it's an HDD game and you want to remove it, just right click it and select Remove.

thanks. 
So if i want to remove it, first of all i have to select the 3 options  
 - Remove shaders cache
 - Remove PPU cache
 - Remove SPU cache

and finally Hide from list