WP won’t let me delete

Delete precisely what ? the link ? A page ?
And if it won’t let you, what does it say ?
Info – give 🙂

There is an answer for (almost:) everything in the Codex:
Enable_Sending_Referrers

“It still doesn’t work :(“

Which steps did you try (There are quite a few)?
What browser/OS are you using?
What firewall programs do you have installed?

We’ll need more information from you before we’re able to help.