The problem is that when you FTP to your server and create directories and files they are created with your username as the owner. But when directories and files are created by scripts executed through the webserver those directories and files are created with whatever username as owner that the webserver is running under, which in your case is another user than you use to FTP in with, presumably "www" or something similar.

This doesn´t have to be a problem but in your case the user you FTP in with has not the right to delete the files created by the user "www". There are a couple of solutions to this problem listed below in no particular order.
• Tell your host about this problem and let them come with a suggestion of how to solve the problem.
• Get your host to "chown" the affected directory tree to your username.
• When a file is created on a *nix system by a user the chmod value that the file gets is partly determined with the command umask, maybe that can be set to another value.
• Give the user you FTP in to the server with higher rights than the user www, such that you can delete/modify files created by that user.
• Install a web based file manager that can be used to delete the directories and files. That is because since it is executed through the webserver, just as Coranto where when the files where created.
• Use the chmod addon, which gives you the option to choose what privileges a normal output file should get when created.
• If using the Maginot addon, upgrade to at least build 15 where you have the option to choose what privileges the created files should get.

If you still can´t figure out why the files can´t be deleted post a message in the forum, stating that you have read this document and explain what measures you have taken thus far to pinpoint the problem.