You can use WebFTP as well. It's in the panel under Domains -> Manage Domains and click WebFTP next to your domain name.
If there's something in there that won't delete, it may be a permissions issue, which can also be fixed with WebFTP. Remember that stuff in /logs can't be deleted, but just about everything else can be. If it won't delete, submit a ticket to Support and ask for help with permissions or deleting, and give them the full path and filename.