Hi Holly,
Do you mean in the Recent Files list? If so, you can right-click (or command-click on Mac) the files to see some purge options.
File references in the History (including "Load Last Dataset") unfortunately cannot be changed through the GSEA Desktop UI itself. However, there's a file cache that holds all of these records that you can work with instead. It's in 'gsea-home/reports_cache_April4_2006_build' under your user home directory (%USERPROFILE% under Windows, $HOME on Linux, and usually /Users/<your_name> on Mac). If you move / delete / edit the corresponding files in there and then restart GSEA it will adjust the history accordingly. If you do that, I'd recommend doing the same to the result files under 'gsea-home/output' so they match.
We should probably clean up the contents of gsea_home in a future release, or add a simpler way to do so from the UI. Purging or moving files in these areas is probably the simplest thing to do, edits are not recommended.
- David