If you are short on hard drive space and trying to delete to the recycle bin, the action fails due to insufficient space. Deleting to the recycle bin doesn't actually remove the files from the drive, but just removes them from their location and can be restored.
To clear up space empty the recycle bin. To permanently delete files and bypass the recycle bin, select the files and hold down the shift key and press delete.
Use this with caution as they can't be retrieved once deleted.