You won't be able to delete it if the application is still running. You'll know that the application is still running because the icon will show on the Dock with a light underneath it. Before Leopard, it used to be a black triangle that indicated the application was running. Try quitting control-clicking on the icon in the Dock and selecting Quit, or Force Quit the application by hitting Command-Option-Escape and force-quitting Firefox (assuming that it's running but not responding). Worse comes to worse, logout and log back in, then try and move the Firefox application icon from Applications over to Trash. Then empty it.