How can I delete with ccleaner the "New File Type" that aren't associated to any programs anymore, this is when you right click on the desktop you have a menu with types of files you can create. I thought it would be in the "File extension Issue" option of the "Registry Integrity" but I couldn't find the new file type there or anywhere else
There must be some app on your computer that keeps adding said file type back into your registry. For example, I have a Sega Genesis emulator, and the ROMs it uses have the extension .SMD. So, when I run CCleaner, this extension shows up, and I remove it, and when I run CCleaner later on, it's not there. But, if I open up my emulator and play another game, sure enough, next time I run CC, there it is again.
So apparently, your unused file type is, in fact, still in use.