The locked folders are there because a CD is readable only, once it is
finalized. When they were copied from the CD the permissions went with the
files.

What desktop are you using? Nautilus is for Gnome. Konqueror or Dolphin is for
KDE. Each desktop has its own file manager and the command may be slightly
different as well. You may have to do it from a terminal but will have to do it
as root. Try: sudo rm -i filename or rm -R dir. You can type rm --help for more
uses. You can also use the man pages. In a browser type man rm.