The black dot beneath the Ilove icon in the Dock (that's the official term for the row of icons at the bottom of the screen) indicates the app is currently open/running.
First thing to do is to Quit the app. You should be able to right-click (or control-click) on the Dock icon to get the Quit option. If that's not available, you may need to force-quit. After that, you should be able to trash the app.
Note that you should trash the app from your Applications folder. Trashing the icons on the Desktop or in the Dock isn't going to get rid of the app.