When you are using the Delete-Any-Order module, you MUST have a proper backup available. Removing orders from the Magento database while Magento itself does not offer such an option, is dangerous - especially when using third party modules.
Use the following steps to download and install your Yireo Delete-Any-Order module.
The Yireo Delete-Any-Order module is a commercial module sold by Yireo through the online shop (based on MageBridge) and allows to delete orders with any status, including orders with the status completed. By doing so, the module also needs to remove other so-called EAV-entities from the database (shipping information, applied taxes, ordering items, etcetera), so the functionality is more complex than it seems.