Deleting a link from your MySite Quick Launch

If you hadn't guessed, the SharePoint interface is a bit quirky. The question arose about how to delete links in the Quick Launch Section of your MySite. The Quick Launch is highlighted in pink:

To delete a link, click Site Actions, Site Settings, Look and Feel, Quick Launch. So far so good. Now one would expect to delete the item here, but instead you have to click on the item, then choose Delete. See below.