Martin, you can't actually delete a thread. You can delete your posts in other people's threads, but you can't delete a thread you've started (the idea is that other people may have posted in it and not want their posts to disappear. Not a big deal in a thread like this one, but would be a problem if someone posted a question, got pages of thoughtful answers, then decided he was embarrassed he asked the question or something, and lots of people would lose the time they spent composing answers that might help someone else who came upon the thread).
Phew. That was a run-on sentence.
Anyway, point is, if you ever really need a thread deleted, just PM a moderator or super-moderator.