Can't delete locked files in Leopard

Ok I am a brand new mac user. I Bought an older G5 to learn about macs. I took my old windows hard drive and connected it through usb to tansfer my docs from the old pc to the mac. It seemed to work but I copied everything with the intention of deleting what I don't want. I copied 34 gb of data over but only need about 15 gb. I can't delete what I don't want. I have tried dragging it to the trash and holding down the option key and clicking move to trash. It seems to go to the trash but still stays on the desktop. When I tried to clean the trash I get a pop up saying the file is locked and I need to hold down the option key. Tried that. No good. I also tried some kind of command line string but the just removed the main drive from showing up in the finder under devices. So is there a way to go back to before I screwed up this system. No I do not have time machine set up.

Options
1. Open Finder - right click on the files you want to delete and select Get Info, uncheck the 'Locked' box under the General area.

2. After you have put the files in the trash - right click on the trash - then hold down 'option' while selecting 'empty trash'.

Ok thanks. I got the files to delete. Now how do I get my HDD to show up in Finder--> Devices?

Finder - Preferences - Sidebar tab - Put a check next to Hard Disk or something like that, not at my Mac right now

Bobtomay you da man. Thanks dude. Everything worked.

Glad it all worked for you.