In order to delete a file or directory, the parent directory must have both read and write permissions enabled.
If the parent directory is created by a script or program, the script or program is probably not enabling both the read and write permissions, and you may need to hack the source if there is no configuration option for the script or program.
Also keep in mind that only owner of the file or directory can change the permissions. If the files or directories are being created by a CGI script, and Apache is not executing the script as the same user you use for FTP, you won't be able to modify the permissions using FTP. In the Web Admin Panel, you can check to see which user is executing the CGI scripts by selecting the "Domains" and then "Web" in the menu. Click on "Edit" next to the domain and set the option "Enable CGI and run as user:" to the same user you use for FTP.