For what it's worth:
I'm set up as an administrator, and it seems the staff on here who advised you that you couldn't delete a course only applies to those without admin status. I managed to delete courses without any trouble via the process detailed below.
- Hover your mouse on the course and click "Retire" when the option comes up. This will automatically switch you over to the Retired tab, which displays all of the retired courses.
- While on that same tab, hover your mouse over the course again. This time, you will be presented with the option to delete.
- Click delete, and verify that you do indeed wish to delete the selected course. And you're done.
This process did not remove the modules from the module library, however. I'm still looking for a way to delete the modules. Another staff person told someone else in the forums that they couldn't delete the modules once created and published, but after reading this post, I'm not sure I should believe them.
Hope that helps.