The total Mac OS X edition had a thing on this, and it gave two options:
If you don't have OS9 installed, your other options are to log in as root or to use sudo rm -r in Terminal. If you aren't VERY sure of what you are doing, then both of these method also allow you to accidentally trash your OSX system with a simple mispelling. You can also use sudo chown in the terminal to change the ownership of the deleted users from root to yourself and delete them then (safest method), but I'm not confident of the proper commands to give you.
I think I've seen some shareware apps on versiontracker.com/osx that allow you to use sudo from the GUI. You might try searching there.
