You can change permissions and delete any file as root. To start the file
manager as root open a terminal and type: gksu nautilus [enter]. It will
prompt you for your password.

Note: you will be in the root home folder and not your own. Navigate to your
own home folder and you should be able to delete files that you could not
before. You can also change permissions as root by right clicking on a file
or folder and going to the permissions tab.