Arrays are not very kind in nature, as they can't be resized. As soon as you have learned about objects and generics you will pretty much stop using arrays and transition to Collections. But for now, you'll have to create a new (smaller) array and copy all - but one - value. I will keep it very basic, so you learn the most:
int indexToRemove = 3;
Object[] newArray = new Object[values.length - 1];
for (int i = 0; i < newArray.length; i++) {
if (i < indexToRemove) {
newArray[i] = values[i];
} else {
newArray[i] = values[i + 1];
}
}
I didn't know of which type your values are, so I just took Object. You may want to replace that.