Can you right click on the picture itself and click on delete?

Maybe when the picture is chosen, press the delete key on the keyboard.

Nope, have tried both of those things and nothing works. I just cannot DELETE any pictures.

See if the link is helpful

Here is a link that might be useful: Sony Cyber-shot

Try using Windows Explorer. Right click on the Start button, click Explore. Now stay on the left side and click on the C:\ drive so a list of folders drop down below this. Look down and click on Program Files and many more folders appear underneath.Look for something Sony and click that too.

Now you are into the Sony program click on each folder below Sony to highlight them and look on the right side for a list of photos. Once you have located the right folder you can move to the right side of the screen and delete whatever you wish.

You can view your photos from here too, as thumbnails, individually or as a slide show. When in the photos folder go to the top of the screen and click View then select Thumbnails in the drop down menu - or any other choice, you can play around here.

To view full screen right click on a file in the right side and then click Preview. Now if you wish there is an icon on the bottom to click and see the lot as a slideshow.

Hope that helps a bit

Thanks everyone.