Hi Mal,
The trick is as follows: Make sure that the Audio file you want to delete is not currently loaded. If you want to delete the currently loaded file, first load any other file. Then press Delete, select the file to be deleted and confirm with OK. This is how it should work.
By the way, please never use “Delete > ALL” for Audio files. With some models there is a risk that the entire contents of the internal hard drive (HD1) will be deleted.
Best regards,
Chris