First, it is the Option key on the Mac. I think you would like to be familiar with that terminology, as this key is rarely referred to as Alt.
Second, I'm not an ogre and I will help you! What it is telling you is absolutely true. Your user account does not have permission to delete this file. Something that Mac OS 9 veterans will note is that Mac OS X is a multiuser system. You need to log in to use it (if you have automatic login enabled [like the default], you may not even be aware of this). What this means, is that all users have specific privileges regarding what they can read and delete, etc. This is similar to File Sharing privileges in Mac OS 9, but you have these same privileges when using the machine first-hand as well. In a UNIX system, like Mac OS X, this can restrict what a user may remove. This is your case. Also in UNIX, there is a super user, that has total access to the entire file system, called root. This does not mean the Administrator privileges that you are given by default in OS X. Root is the ultimate superuser, it can do ANYTHING to the file system. For this reason, Apple has disabled this account by default. If you are logged in as root, you may very well render the operating system unusable, and will have to reinstall. However, if you know what you are doing, you should enable the root account; it can be quite handy at times (such as your situation). Apple has left a very simple (although discreet) way to enable root:
Open the NetInfo Manager application (located in /Applications/Utilities). Under the "Domain" menu, select Security->Authenticate. Type your user name and password in the prompt that appears. Next, under Domain->Security, select "Enable Root User". The system will probably ask you for a password to use for the root user. It is probably best to use the same password you set up with your default account. After you have done this, quit NetInfo Manager. Log out (Apple menu). When the login screen is displayed, type in "root" as the user name, and the password that you just setup with NetInfo Manager. After you have logged in with this user name, you have privileges to do anything. Including delete anything.
The easiest way to prevent problems with privileges. On the desktop, select your hard disk(s), and pick Show Info from the File menu. Select Privileges from the popup menu in that info window. In the privileges section, check the box that appears at the bottom of the info window that says "Ignore Privileges". What this means, is that ANY user has the privileges to modify the entire filesystem. You would most likely only want to do this if you are the only person using your computer. Also, if you do this, you must remember to never do one thing: NEVER EVER touch the System folder in X unless you know what you're doing. That is essentially the only thing that you need to remember when selecting this option. After you have done this, then log out again. When you get the login screen, type in your username and password that you created when you ran the setup assistant after installing OS X. At this point, you should be able to empty the trash.
Please let me know if this helps. I know it's quite long and may be unclear in places. if you need clarification, please tell me.
Good luck.
