It's important to be really sure you want to delete data from an essential business tool like Aha! That's why we always display a popup dialog box asking if you're sure you want to delete the object.
If you don't see this popup you won't be able to delete the object. The reason you are not seeing the popup is because you're using Chrome and at some point the "Prevent this page from creating additional dialogs." box got checked.
The solution is to shut down Chrome completely, then reopen it. This should reset it so that the popups appear again.