Please can you first try the 'Instant Fix' from within your MyPanel (near the bottom of the first page), and then try again to delete.
If this does not work, use your FTP client, set to 'View hidden files' to look for any .htaccess files that may be present, and delete this file and then try removing the subdirectories etc.
If you are still having problems please state the following details and I will instruct our engineers to do this for you:-
Main account holders full name and postal address:
Main account username and password:
FTP username:
Files/Directory to remove: