There are a couple of apps that will do the trick:
Onyx: What you're looking for is a couple of menus down, but you'll find it. You'll want Onyx eventually, I'd recommend it now. It's free.
DropObliter: It does one thing - puts stuff in the Trash that doesn't want to go. Also free.
Both work well, but again, Onyx does lots of stuff you'll eventually want to do.
*****Danger*****
Be very careful deleting stuff that the OS doesn't want you to. Make darn sure that it's not something that the OS or an app needs to run. Then, double check. Then, and only then, consider using one of the above apps. Then, recheck, and delete if you're comfortable.
This is actually a feature, to keep you from screwing up your OS. It goes awry sometimes (I've had it once in two years), but it's a good thing. Be careful bypassing this.
Did I mention be careful?