Thanks for the welcome guys.
I don't know if this has been discussed anywhere else but I did notice something about how users may be confused as to whether it has worked or not. I didn't think it had worked myself until I discovered this. I hope I can explain and have it make sense
Ok. The delete button will not be visible when a file/folder is selected from within "library view". You have to actually be "in the folder itself".
For example: (See information box at top of tutorial)
I open Explorer and select Libraries in the folder tree. I then click on the Documents library or double-click the Documents library icon in the main window. I am now in "library view". If I click on a file or folder there is no delete button.
Now I expand the Documents library in the folder tree. I then click on My Documents. Now I am actually "in the folder itself". If I click on a file or folder there is the delete button.