The 'Unable to delete...' message is usually an indication that the security is held in 1 or more investment accounts.
Go to the 'Securities Detail' view of your investment account.
Click the 'Remove Security' button in the upper, right-hand quadrant.
In the resulting form, click open the drop-down list.
If the security in question is listed there, select it
Repeat the above steps for any other investment accounts that you may have.
Once the security is no longer held in any of your investment accounts, you should be able to delete it from Moneydance.
Safe computing 101 dictates that you should make a backup of your data before deleting anything from your financial program.