Finder can not delete files
Solution 1:
Are you sure you have the correct permissions for the files you are trying to delete? Deleting from the Finder and deleting from the Terminal prompt are vastly different things that each may use different permissions (ACLs versus Unix-like permissions).
Right-click the file in the Finder, and select Get Info. Then, click the triangle next to the Sharing & Permissions panel. Make sure you have the permissions you need there (i.e., "Me" has Read & Write).