Hey stones, I had the same problem with trying to delete something then having the OS tell me it can't be done. I used the terminal and the super user command to get rid of it.
Goto the terminal
and type: "sudo rm -fR" and the location of the file you want to delete.
For example i wanted to delete the viavoice installer.app in my application folder so I would write:
sudo rm -fR /Applications/ViaVoice\ Installer.app
The terminal will then give you a little lecture on your actions (dont worry about it)
It would then ask for your administrator password. Type that in and your file will be removed. I'm pretty sure this is a permenant removal so make sure you want to do it.
Hope this works for you
Cheers
Jeff