If you're doing this in T-SQL, the only way I know of to do this is use xp_CmdShell to insert a list of the file names into a temp table, parse out the date and time from the file name, then create a dynamic SQL command using xp_CmdShell to delete each file.

Since xp_CmdShell is a security hole all by itself, I can't recommend using that method. I think you'd be better off using a language that's designed to work with the file system directly, as opposed to T-SQL. (This post is in the T-SQL forum.) I haven't programmed in VB for a while, but I'm pretty sure it could do all that pretty efficiently.

Even an SSIS package would be safer than xp_CmdShell.