How do you delete a specific saved game

[Nyteshade12134]

How do I delete a specific save game file?

When I open GameSave I have the following files listed:

S0.SAV
hs.dat
S1.SAV
S2.SAV
S3.SAV
S4.SAV
S5.SAV
S6.SAV
S7.SAV
S8.SAV
S9.SAV

I am trying to delete the second save game listed when I open the load mission screen. I am not sure which files apply to which save games.
When I delete, S2.SAV the game only shows the two most recent save games as opposed to all 10. I am specifically trying to delete the second most recent save game I made while keeping the most recent save I made.